Talk:Peng Shige

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Correction

Latest comment: 10 years ago1 comment1 person in discussion

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

↑ 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

[1] -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

[1]

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Talk:Peng Shige

Correction