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...
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | Journal article |
| اللغة: | English |
| منشور في: |
World Scientific Publishing
2015
|