• 제목/요약/키워드: Backward stochastic flows

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BACKWARD SELF-SIMILAR STOCHASTIC PROCESSES IN STOCHASTIC DIFFERENTIAL EQUATIONS

  • Oh, Jae-Pill
    • Korean Journal of Mathematics
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    • 제6권2호
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    • pp.259-279
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    • 1998

  • For the forward-backward semimartingale, we can define the backward semimartingale flow which is generated by the backward canonical stochastic differential equation. Therefore, we define the backward self-similar stochastic processes, and we study the backward self-similar stochastic flows through the canonical stochastic differential equations.

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