scientific article; zbMATH DE number 1159687

MaRDI QIDQ4392053zbMATH OpenFDO

Authors Zhen Wu

Publication date 7 April 1999

zbMATH Keywords

adapted solutionstochastic analysisstochastic differential equation

Mathematics Subject Classification ID

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

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Cited in

(9)

• Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
• Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
• Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition
• Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems
• Well-posedness of fully coupled linear forward-backward stochastic differential equations
• Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
• Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on parameters
• Forward-backward doubly stochastic differential equations with random jumps and related games

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