Open AccessNon-Markovian Forward-Backward Stochastic Differential Equations with Discontinuous Coefficients
Author(s) -
Hong Yin
Publication year - 2020
Publication title -
applied mathematics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2152-7393
pISSN - 2152-7385
DOI - 10.4236/am.2020.114024
Subject(s) - mathematics , stochastic differential equation , uniqueness , decoupling (probability) , discontinuity (linguistics) , term (time) , markov process , mathematical analysis , statistical physics , physics , statistics , quantum mechanics , control engineering , engineering
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