Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169)
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scientific article; zbMATH DE number 7643485
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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