Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness of fully coupled linear forward-backward stochastic differential equations |
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Well-posedness of fully coupled linear forward-backward stochastic differential equations (English)
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4 June 2019
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forward-backward stochastic differential equations
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linear transformation
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monotonicity conditions
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optimal control theory
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unified approach
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