A comparison result for FBSDE with applications to decisions theory (Q1397023)
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scientific article; zbMATH DE number 1950164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison result for FBSDE with applications to decisions theory |
scientific article; zbMATH DE number 1950164 |
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A comparison result for FBSDE with applications to decisions theory (English)
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16 July 2003
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Solutions of the forward-backward stochastic differential equation here are discussed. Some comprised result is proved for the backward component at the initial time. The obtained results are applied to the utility theory.
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forward-backward stochactic differential equation
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comparison theory
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