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)

Cited in

(8)

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

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