Solution of forward-backward stochastic differential equations (Q1900239)

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scientific article; zbMATH DE number 810868
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English
Solution of forward-backward stochastic differential equations
scientific article; zbMATH DE number 810868

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    Solution of forward-backward stochastic differential equations (English)
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    25 January 1996
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    existence and uniqueness
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    forward-backward stochastic differential equations
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