Solvability of one kind of forward-backward stochastic difference equations

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Ji, Shaolin, and Haodong Liu. “Solvability of One Kind of Forward-Backward Stochastic Difference Equations”. Communications in Statistics - Theory and Methods, 2023, pp. 1-18, https://doi.org/10.1080/03610926.2023.2235444.
Ji, S., & Liu, H. (2023). Solvability of one kind of forward-backward stochastic difference equations. Communications in Statistics - Theory and Methods, 1-18. https://doi.org/10.1080/03610926.2023.2235444
Ji S, Liu H. Solvability of one kind of forward-backward stochastic difference equations. Communications in Statistics - Theory and Methods. 2023;:1-18.
Refrences
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A numerical scheme for BSDEs The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
206 2004
10.1109/TAC.2015.2411911
Citations
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First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities IEEE Transactions on Automatic Control
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Technology: Engineering (General). Civil engineering (General)
2024