WANG Guilan. Solution of Forward-Backward SDE with Random Terminal TimeJ. Chinese Journal of Applied Probability and Statistics, 2001, 17(2): 185-188.
Citation: WANG Guilan. Solution of Forward-Backward SDE with Random Terminal TimeJ. Chinese Journal of Applied Probability and Statistics, 2001, 17(2): 185-188.
shu

Solution of Forward-Backward SDE with Random Terminal Time

    Graphical Abstract
    • Abstract
  • In this paper, we prove the existence and uniqueness of the solution to forward-backward stochastic differential equations, where the terminal time associated with the backward stochastic differential equation is a finite stopping time.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return