Linear forward-backward stochastic differential equations with random coefficients (Q818818)
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scientific article; zbMATH DE number 5014057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear forward-backward stochastic differential equations with random coefficients |
scientific article; zbMATH DE number 5014057 |
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Linear forward-backward stochastic differential equations with random coefficients (English)
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21 March 2006
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Riccati backward stochastic equation
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solvability of forward-backward problems
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