Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation

DOI10.1007/S004400050098zbMath0883.60053OpenAlexW2066197757MaRDI QIDQ1357872

Jiong-min Yong

Publication date: 16 March 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050098

zbMATH Keywords

adapted solutionscoupled forward-backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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