On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
type: Item
instance of: scholarly article
title: On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
zbMATH Open document ID: 1107.60032
author: Dongmei Guo
author: Shaolin Ji
author: Huaizhong Zhao
published in: Statistics \& Probability Letters
publication date: 2007-02-14T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5126429
zbMATH Keywords: absorption condition
MaRDI profile type: Publication
full work available at URL: j.spl.2006.05.001
OpenAlex ID: W2060369419
cites work: Functional Integration and Partial Differential Equations. (AM-109)
cites work: Q4086524
cites work: Solution of forward-backward stochastic differential equations
cites work: Forward-backward stochastic differential equations and their applications
cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme
cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
cites work: Infinite horizon forward-backward stochastic differential equations
DOI: 10.1016/J.SPL.2006.05.001
description: scientific article; zbMATH DE number 5126429