Linear forward-backward stochastic differential equations with random coefficients (Q818818): Difference between revisions

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Property / DOI: 10.1007/s00440-005-0452-5 / rank
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Property / full work available at URL: https://doi.org/10.1007/s00440-005-0452-5 / rank
 
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Latest revision as of 04:02, 10 December 2024

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Linear forward-backward stochastic differential equations with random coefficients
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    Linear forward-backward stochastic differential equations with random coefficients (English)
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    21 March 2006
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    Riccati backward stochastic equation
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    solvability of forward-backward problems
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