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Open AccessMathematics

Solving forward-backward stochastic differential equations explicitly — a four step scheme

Jin Ma, P. Protter, J. Yong

1994.9.1PROBABILITY THEORY AND RELATED FIELDS

DOI: 10.1007/bf01192258

Abstract

Abstract is not available.

Citation format

MA, Jin; PROTTER, P.; YONG, J. Solving forward-backward stochastic differential equations explicitly — a four step scheme. PROBABILITY THEORY AND RELATED FIELDS, 1994, 98: 339–359.