| Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations | |
| Liu, Ruyi; Wu, Zhen | |
| 刊名 | 系统科学与复杂性学报（英文版）
 |
| 2019 | |
| 卷号 | 32期号:3页码:789-802 |
| 关键词 | Forward-backward stochastic differential equations linear transformation monotonicity conditions optimal control theory unified approach |
| DOI | 10.1007/s11424-018-7424-1 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4546641 |
| 专题 | 山东大学 |
| 作者单位 | School of Mathematics and Zhongtai Securities, Institute for Financial Studies, Shandong University, Jinan 250100, China |
| 推荐引用方式 GB/T 7714 | Liu, Ruyi,Wu, Zhen. Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations[J]. 系统科学与复杂性学报（英文版）,2019,32(3):789-802. |
| APA | Liu, Ruyi,&Wu, Zhen.(2019).Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.系统科学与复杂性学报（英文版）,32(3),789-802. |
| MLA | Liu, Ruyi,et al."Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations".系统科学与复杂性学报（英文版） 32.3(2019):789-802. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论