On well-posedness of forward-backward SDEs -- a unified approach (Q2354895): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On well-posedness of forward-backward SDEs -- a unified approach |
scientific article |
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On well-posedness of forward-backward SDEs -- a unified approach (English)
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27 July 2015
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forward-backward stochastic differential equations
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decoupling random fields
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backward stochastic Riccati equations
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comparison theorem
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