Fully coupled forward-backward stochastic dynamics and functional differential systems
This paper introduces and solves a general class of fully coupled forward-backward stochastic dynamics by investigating the associated system of functional differential equations. As a consequence, we are able to solve many different types of forward-backward stochastic differential equations (FBSDE...
| Hauptverfasser: | , |
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| Format: | Journal article |
| Sprache: | English |
| Veröffentlicht: |
World Scientific Publishing
2015
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