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Weak Solutions of Forward–Backward SDE's

✍ Scribed by Antonelli, Fabio; Ma, Jin


Book ID
120083118
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
257 KB
Volume
21
Category
Article
ISSN
0736-2994

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📜 SIMILAR VOLUMES


On the solution of forward–backward SDEs
✍ Ying Hu 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 98 KB

in the forward equation (see also [13] for the existence of solution to one-dimensional FBSDEs with bounded Lipschitz coe cients and non-degenerate di usion in the forward equation). In [14], Hu and Peng introduced the monotonicity condition, under which the FBSDEs can be solved, and their main idea