Solvability of forward–backward stochastic difference equations with finite states (Q5041052)
From MaRDI portal
scientific article; zbMATH DE number 7603224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability of forward–backward stochastic difference equations with finite states |
scientific article; zbMATH DE number 7603224 |
Statements
Solvability of forward–backward stochastic difference equations with finite states (English)
0 references
18 October 2022
0 references
forward-backward stochastic difference equations
0 references
martingale representation theorem
0 references
continuation method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
