Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:37, 5 March 2024
scientific article; zbMATH DE number 7643485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7643485 |
Statements
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (English)
0 references
18 January 2023
0 references
forward-backward stochastic differential equations
0 references
well-posedness
0 references
equivalent family
0 references
linear transformation
0 references
linear quadratic problem
0 references
