Rough Asymptotics of Forward-Backward Stochastic Differential Equations

Jin Ma, Tim Zajic. Rough Asymptotics of Forward-Backward Stochastic Differential Equations. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 239-246, Kluwer, 1998.

Abstract

Abstract is missing.