A type of time-symmetric forward-backward stochastic differential equations

被引：48
作者：
Peng, SG [1 ]
Shi, YF [1 ]
机构：
[1] Shandong Univ, Sch Math & Syst Sci, Jinan 250100, Peoples R China
来源：
COMPTES RENDUS MATHEMATIQUE | 2003年 / 336卷 / 09期
关键词：
D O I：
10.1016/S1631-073X(03)00183-3
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this Note, we study a type of time-symmetric forward-backward stochastic differential equations. Under some monotonicity assumptions, we establish the existence and uniqueness theorem by means of a method of continuation. We also give an application. (C) 2003 Academie des sciences. Published by Editions scientifiques et medicales Elsevier SAS. All rights reserved.
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收藏
页码：773 / 778
页数：6
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