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G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE 期刊论文
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2015, 卷号: 67, 期号: 4, 页码: 1725-1757
Authors:  Peng, Shige;  Song, Yongsheng
Favorite  |  View/Download:35/0  |  Submit date:2018/07/30
backward SDEs  partial differential equations  path dependent PDEs  G-expectation  G-martingale  Sobolev space  G-Sobolev space