Linear forward-backward stochastic differential equations

DOI10.1007/s002459900100zbMath0920.60045OpenAlexW1608904064MaRDI QIDQ1282153

Jiong-min Yong

Publication date: 28 March 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900100

zbMATH Keywords

coupled linear forward-backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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