Forward-backward stochastic differential equations with mixed initial-terminal conditions

DOI10.1090/S0002-9947-09-04896-XzbMath1185.60067OpenAlexW2031072241MaRDI QIDQ5189160

Jiong-min Yong

Publication date: 8 March 2010

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-09-04896-x

zbMATH Keywords

method of continuationforward-backward stochastic differential equationsLyapunov operatormixed initial-terminal conditions

Mathematics Subject Classification ID

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

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