On well-posedness of forward-backward SDEs -- a unified approach (Q2354895): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2124148726 / rank | |||
Normal rank | |||
Latest revision as of 09:54, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On well-posedness of forward-backward SDEs -- a unified approach |
scientific article |
Statements
On well-posedness of forward-backward SDEs -- a unified approach (English)
0 references
27 July 2015
0 references
forward-backward stochastic differential equations
0 references
decoupling random fields
0 references
backward stochastic Riccati equations
0 references
comparison theorem
0 references
0 references
0 references
0 references
0 references
0 references
