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Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.

Ruyi LiuZhen Wu
Published in: J. Syst. Sci. Complex. (2019)
Keyphrases
  • forward backward
  • stochastic differential equations
  • hidden markov models
  • brownian motion
  • closed form solutions
  • maximum a posteriori estimation
  • multiscale