Fully coupled forward-backward stochastic differential equations with general martingale
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Publication:2507628
DOI10.1016/S0252-9602(06)60068-4zbMath1100.60031OpenAlexW177412878MaRDI QIDQ2507628
Publication date: 5 October 2006
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(06)60068-4
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)
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