Solution of forward-backward stochastic differential equations
From MaRDI portal
Publication:1900239
DOI10.1007/BF01204218zbMath0831.60065MaRDI QIDQ1900239
Publication date: 25 January 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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