Infinite horizon forward-backward stochastic differential equations

DOI10.1016/S0304-4149(99)00066-6zbMath0997.60062OpenAlexW2061866695MaRDI QIDQ1613582

Shige Peng, Yu-feng Shi

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00066-6

zbMATH Keywords

comparison theoremsforward-backward stochastic differential equationsglobal exponential asymptotical stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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