مرکز منطقه ای اطلاع رساني علوم و فناوري - On the solvability of infinite horizon forward–backward stochastic differential equations with absorption coefficients

Title of article :

On the solvability of infinite horizon forward–backward stochastic differential equations with absorption coefficients

Author/Authors :

Dongmei Guo، نويسنده , , Shaolin Ji، نويسنده , , Huaizhong Zhao، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1954

To page :

1960

Keywords :

Forward–backward stochastic differential equations , Infinite horizon , Absorption condition

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140857

Link To Document :