Linear forward-backward stochastic differential equations...

Linear forward-backward stochastic differential equations with random coefficients

Jiongmin Yong
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Volume:
135
Language:
english
Pages:
31
Journal:
Probability Theory and Related Fields
DOI:
10.1007/s00440-005-0452-5
Date:
May, 2006
File:
PDF, 270 KB
english, 2006
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