A type of general forward-backward stochastic differential equations and applications (Q545411)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A type of general forward-backward stochastic differential equations and applications |
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A type of general forward-backward stochastic differential equations and applications (English)
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22 June 2011
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stochastic delayed differential equations
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anticipated backward stochastic differential equations
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forward-backward stochastic differential equations
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linear-quadratic stochastic optimal control with delay
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nonzero sum stochastic differential game with delay
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