scientific article; zbMATH DE number 1066314

zbMATH Open0889.60067MaRDI QIDQ4357501FDOQ4357501

Authors: Monique Pontier 

Publication date: 25 September 1997

Title of this publication is not available (Why is that?)

zbMATH Keywords

forward-backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (8)

• Dynamics of solvency risk in life insurance liabilities
• Solution to Delayed Forward and Backward Stochastic Difference Equations and Its Applications
• Solutions to general forward-backward doubly stochastic differential equations
• A type of time-symmetric forward-backward stochastic differential equations
• Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
• Solution of forward-backward stochastic differential equations
• Solutions for functional fully coupled forward-backward stochastic differential equations
• Linear forward-backward stochastic differential equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4357501)