Linear forward-backward stochastic differential equations with random coefficients (Q818818)
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scientific article; zbMATH DE number 5014057
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| English | Linear forward-backward stochastic differential equations with random coefficients |
scientific article; zbMATH DE number 5014057 |
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Linear forward-backward stochastic differential equations with random coefficients (English)
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21 March 2006
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Riccati backward stochastic equation
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solvability of forward-backward problems
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0.8308359384536743
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0.8103020191192627
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0.7981506586074829
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0.7900921106338501
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0.7861080169677734
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