Linear forward-backward stochastic differential equations with random coefficients
type: Item
instance of: scholarly article
title: Linear forward-backward stochastic differential equations with random coefficients
zbMATH Open document ID: 1120.60058
publication date: 2006-03-21T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 5014057
zbMATH Keywords: Riccati backward stochastic equation
zbMATH Keywords: solvability of forward-backward problems
author: Jiongmin Yong
MaRDI profile type: Publication
full work available at URL: s00440-005-0452-5
OpenAlex ID: W2037048342
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DOI: 10.1007/S00440-005-0452-5
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 5014057