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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00440-005-0452-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2037048342 / rank
 
Normal rank

Revision as of 19:47, 19 March 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
    0 references

    Identifiers