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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Forward-backward stochastic differential equations generated by Bernstein diffusions

Participants in the publication
A.B. Cruzeiro (Author)
GFMUL
P. Vuillermot (Author)

Date of Publication
2015

Where published
STOCHASTIC ANALYSIS AND APPLICATIONS

Publication Identifiers
ISSN - 0736-2994

Volume
33
Number
1

Starting page
91
Last page
109

Document Identifiers
URL - http://www.tandfonline.com/doi/abs/10.1080/07362994.2014.968669#.vs4wpnaxuwk


Export

APA
A.B. Cruzeiro, P. Vuillermot, (2015). Forward-backward stochastic differential equations generated by Bernstein diffusions. STOCHASTIC ANALYSIS AND APPLICATIONS, 33, 91-109. ISSN 0736-2994. eISSN . http://www.tandfonline.com/doi/abs/10.1080/07362994.2014.968669#.vs4wpnaxuwk

IEEE
A.B. Cruzeiro, P. Vuillermot, "Forward-backward stochastic differential equations generated by Bernstein diffusions" in STOCHASTIC ANALYSIS AND APPLICATIONS, vol. 33, pp. 91-109, 2015.

BIBTEX
@article{28141, author = {A.B. Cruzeiro and P. Vuillermot}, title = {Forward-backward stochastic differential equations generated by Bernstein diffusions}, journal = {STOCHASTIC ANALYSIS AND APPLICATIONS}, year = 2015, pages = {91-109}, volume = 33 }