A Type of General Forward-Backward Stochastic Differential Equations and Applications

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作者讨论一般提交向后的一种类型有它的随机的微分方程(FBSDE )? s 随机作为前面的方程推迟了方程并且作为向后的方程期望了向后的随机的微分方程。一般 FBSDE 的存在和唯一结果被获得。在在这份报纸的一般 FBSDE 的框架,为 linearquadratic 的最佳的控制的明确的形式有为非零和的延期和纳什平衡点的随机的最佳的控制问题有延期的微分游戏问题被获得。
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