Terminal-Dependent Statistical Inference for the Integral Form of FBSDE
Backward Stochastic Differential Equation (BSDE) has been well studied and widely applied. The main difference from the Original Stochastic Differential Equation (OSDE) is that the BSDE is designed to depend on a terminal condition, which is a key factor in some financial and ecological circumstance...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2013/753025 |