Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169): Difference between revisions

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Revision as of 07:49, 31 July 2024

scientific article; zbMATH DE number 7643485
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English
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
scientific article; zbMATH DE number 7643485

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    Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (English)
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    18 January 2023
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    forward-backward stochastic differential equations
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    well-posedness
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    equivalent family
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    linear transformation
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    linear quadratic problem
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