Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160)
From MaRDI portal
scientific article; zbMATH DE number 5678500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential equations with mixed initial-terminal conditions |
scientific article; zbMATH DE number 5678500 |
Statements
Forward-backward stochastic differential equations with mixed initial-terminal conditions (English)
0 references
8 March 2010
0 references
forward-backward stochastic differential equations
0 references
mixed initial-terminal conditions
0 references
Lyapunov operator
0 references
method of continuation
0 references
