摘要
Thesolvabilityofaclassofforward-backwardstochasticdifferentialequations(SDEsforshort)overanarbitrarilyprescribedtimedurationisstudied.Theauthorsdesignastochasticrelaxedcontrolproblem,withbothdriftanddifftusionallbeingcontrolled,sothatthesolvabilityproblemisconvertedtoaproblemoffindingthenodalsetoftheviscositysolutiontoacertainHamilton-Jacobi-Bellmanequation.ThismethodovercomesthefataldifficultyencounteredinthetraditionalcontractionmappingapproachtotheexistencetheoremofsuchSDEs.
出版日期
1995年03月13日(中国期刊网平台首次上网日期,不代表论文的发表时间)