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Linear Forward—Backward Stochastic Differential Equations

✍ Scribed by Jiongmin Yong

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📜 SIMILAR VOLUMES

Linear forward-backward stochastic diffe

✍ Jiongmin Yong 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 270 KB

Solution of forward-backward stochastic

✍ Y. Hu; S. Peng 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 423 KB

Approximate Solvability of Forward—Backw

✍ J. Ma; J. Yong 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 160 KB

Forward-backward stochastic differential

✍ Etienne Pardoux; Shanjian Tang 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 158 KB

Solutions to general forward-backward do

✍ Qing-feng Zhu; Yu-feng Shi; Xian-jun Gong 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 206 KB

On linear, degenerate backward stochasti

✍ Jin Ma; Jiongmin Yong 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 270 KB