scientific article; zbMATH DE number 1066314

MaRDI QIDQ4357501zbMATH OpenFDO

Authors Monique Pontier

Publication date 25 September 1997

zbMATH Keywords

forward-backward stochastic differential equation

Mathematics Subject Classification ID

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

Review text

This is a presentation of a lecture describing results of a paper by \textit{Y. Hu} and \textit{S. Peng} [Probab. Theory Relat. Fields 103, No. 2, 273-283 (1995; Zbl 0831.60065)]. For the entire collection see [Zbl 0866.00052].

Cited in

(8)

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

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