Linear forward-backward stochastic differential equations with random coefficients (Q818818): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q511059 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jiong-min Yong / rank | |||
Normal rank | |||
Revision as of 20:05, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear forward-backward stochastic differential equations with random coefficients |
scientific article |
Statements
Linear forward-backward stochastic differential equations with random coefficients (English)
0 references
21 March 2006
0 references
Riccati backward stochastic equation
0 references
solvability of forward-backward problems
0 references
