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Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations |
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| Authors: | Xie Bing Yu Zhi Yong |
| Affiliation: | 1.School of Mathematics, Shandong University, Jinan, 250100, P. R. China ; |
| Abstract: | Acta Mathematica Sinica, English Series - This paper is concerned with coupled linear forward-backward stochastic differential equations (FBSDEs, for short). When the homogeneous coefficients are... |
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