Infinite horizon forward-backward stochastic differential equations

Stochastic Processes and their Applications

Volumn 85, Issue 1, 2000, Pages 75-92

  Peng, Shige ^a   Shi, Yufeng ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Forward backward stochastic differential equations; Global exponential asymptotical stability* Lyapunov function; Homotopy; Infinite horizon

Indexed keywords

EID: 0009447259     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00066-6     Document Type: Article

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