Linear forward-backward stochastic differential equations with random coefficients

Probability Theory and Related Fields

Volumn 135, Issue 1, 2006, Pages 53-83

  Yong, Jiongmin ^a,b  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

^b FUDAN UNIVERSITY   (China)

Author keywords

Adapted solution; Decoupling reduction; Linear forward backward stochastic differential equation; Riccati backward stochastic differential equation

Indexed keywords

EID: 32944478196     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-005-0452-5     Document Type: Article

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