Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach

Michael Kohlmann, Xun Yu Zhou. Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach. SIAM J. Control and Optimization, 38(5):1392-1407, 2000. [doi]

Abstract

Abstract is missing.