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检索条件"主题词=Forward and backward stochastic difference equations"
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Solvability of General Linear forward and backward stochastic difference equations  36
Solvability of General Linear Forward and Backward Stochasti...
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第36届中国控制会议
作者: Juanjuan Xu Huanshui Zhang Lihua Xie School of Control Science and Engineering Shandong University School of Electrical and Electronic Engineering Nanyang Technological University
In this paper, we consider a class of general linear forward and backward stochastic difference equations(FBSDEs) which are fully coupled. The necessary and sufficient condition for the existence of a unique solutio... 详细信息
来源: cnki会议 评论