Linear forward-backward stochastic differential equations with random coefficients
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Cited in
(36)- Linear stochastic partial differential equations with constant coefficients
- Linear forward-backward stochastic differential equations
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Forward-backward stochastic differential equations with nonsmooth coefficients.
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- Stochastic minimum-energy control
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