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

被引：47

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.

引用

页码：773 / 778

页数：6

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