Abstract
In this paper, we first recall some classical results concerning the relationship among ordinary differential equations (ODEs), partial DEs (PDEs) and stochastic DEs (SDEs), known as the Hamilton-Jacobi theory and Feynman-Kac formula. Then the results involving optimal control, and the recent results of backward SDEs (BSDEs) and/or forward-backward stochastic differential equations (FBSDEs) are presented.
Full Text
Sign-in/Register to access full text options
Published version (Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have