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)
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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. |
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