Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions

Xanthi-Isidora Kartala, Nikolaos Englezos, Athanasios N. Yannacopoulos. Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions. Math. Oper. Res., 45(2):403-433, 2020. [doi]

Abstract

Abstract is missing.