Backward Kolmogorov Equations with Feedback: Contribution to the Discussion

  • Jeffery D. Lewins


Two challenges were issued during this stimulating paper, one by the author and one by me. Both challenges turn out to be linked and their resolution casts some interesting light on the model. I use Professor Williams’ notation as far as possible.


High Moment Moment Equation Kolmogorov Equation Feedback Model Finite Resource 
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Copyright information

© Plenum Press, New York 1989

Authors and Affiliations

  • Jeffery D. Lewins
    • 1
  1. 1.Engineering DepartmentUniversity of CambridgeCambridgeEngland

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