Linear forward-backward stochastic differential equations with random coefficients (Q818818)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear forward-backward stochastic differential equations with random coefficients |
scientific article |
Statements
Linear forward-backward stochastic differential equations with random coefficients (English)
0 references
21 March 2006
0 references
Riccati backward stochastic equation
0 references
solvability of forward-backward problems
0 references
0 references
0 references
0 references
0 references
