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An Introduction to Optimal Control of FBSDE with Incomplete Information

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Attention for Chapter 2: Filtering of BSDE and FBSDE
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Chapter title
Filtering of BSDE and FBSDE
Chapter number 2
Book title
An Introduction to Optimal Control of FBSDE with Incomplete Information
Published by
Springer, Cham, January 2018
DOI 10.1007/978-3-319-79039-8_2
Book ISBNs
978-3-31-979038-1, 978-3-31-979039-8
Authors

Guangchen Wang, Zhen Wu, Jie Xiong