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Latest revision as of 13:15, 2 July 2024

scientific article; zbMATH DE number 5678500
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English
Forward-backward stochastic differential equations with mixed initial-terminal conditions
scientific article; zbMATH DE number 5678500

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    Forward-backward stochastic differential equations with mixed initial-terminal conditions (English)
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    8 March 2010
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    forward-backward stochastic differential equations
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    mixed initial-terminal conditions
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    Lyapunov operator
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    method of continuation
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