Explicit solution to delayed forward and backward stochastic differential equations

DOI10.1080/00207721.2024.2335218zbMath1544.93314MaRDI QIDQ6595619

Huan-Shui Zhang, Tianfu Ma, Juanjuan Xu

Publication date: 30 August 2024

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) Linear systems in control theory (93C05) Linear-quadratic optimal control problems (49N10) Stochastic functional-differential equations (34K50)

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