Talk:Peng Shige

Latest comment: 9 years ago by 129.31.242.179 in topic Correction

Correction

edit

Backward stochastic differentiale equations were not invented by Shige PENG in 1990 but first introduced and studied by Jean-Michel BISMUT https://en.wikipedia.org/wiki/Jean-Michel_Bismut in 1973 in the following reference: [1] http://www.sciencedirect.com/science/article/pii/0022247X73900668

I have corrected the article to reflect this. — Preceding unsigned comment added by 129.31.242.179 (talk) 03:34, 20 August 2015 (UTC)Reply

References

  1. ^ jean-Michel BISMUT (1973) Conjugate convex functions in optimal stochastic control, Journal of Mathematical Analysis and Applications Volume 44, Issue 2, November 1973, Pages 384–404