0349569 20240111140746.920101116235959.9 9 s. www cav_un_epca*0349568978-80-01-04641-8181-189PrahaNakladatelství ČVUT - výroba2010HobzaTomáš BSDE Stochastic control cav_un_auth*0265650 Veverka Petr Ekonometrie Department of Econometrics E E UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. pdf http://library.utia.cas.cz/separaty/2010/E/veverka-backward%20stochastic%20differential%20equations%20and%20its%20application%20to%20stochastic%20control.pdf GD402/09/H045 GA ČR cav_un_auth*0253998 GAP402/10/1610 GA ČR cav_un_auth*0263483 CEZ:AV0Z10750506 In this article, we introduce the concept of Backward Stochastic Differential Equations (BSDE), provide fundamental theorems of existence and uniqueness of the solution for some essential cases and we show by example its important connections to financial mathematics. Finally, we focus on vast applications of BSDE to stochastic control via Pontryagin's maximum principle. cav_un_auth*0265653 Stochastic and Physical Monitoring Systems 2010 Děčín 27.06.2010-03.07.2010 CZ 2011 BA http://hdl.handle.net/11104/0189770 2010 pdf cav_un_epca*0349568 Stochastic and Physical Monitoring Systems 2010 - Proceedings 978-80-01-04641-8 181 189 Stochastic and Physical Monitoring Systems 2010 - Proceedings Praha Nakladatelství ČVUT - výroba 2010 Vydání 1. Hobza Tomáš 340