Linear Forward-Backward Stochastic Differential Equations and a Riccati Type Equation
碩士 === 國立臺灣大學 === 數學研究所 === 100 === In this paper we investigate the solvability of linear forward-backward stochastic differential equations (FBSDEs, for short). We give sufficient and necessary conditions of the solvability in linear forward-backward stochastic differential equations and prove it...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75571934780701586558 |