文档介绍：Lecture Notes in Mathematics 1702
Editors:
A. Dold, Heidelberg
F. Takens, Groningen
B. Teissier, Paris
Springer
Berlin
Heidelberg
New York
Barcelona
Hong Kong
London
Milan
Paris
Singapore
Tokyo
Jin Ma JiongminYong
Forward-Backward
Stochastic
Differential Equations
and Their Applications
Springer
Authors
Jin Ma Jiongmin Yong
Department of Mathematics Department of Mathematics
Purdue University Fudan University
West Lafayette, IN 47906-1395 Shanghai, 200433, China
USA e-mail: ******@fudan.
e-mail: majin @
Cataloging-in-Publication Data applied for
Die Deutsche Bibliothek - CIP-Einheitsaufnahme
Ma, Jin:
Foreward backward stochastic differential equations and their
applications / Jin Ma ; Jiongmin Yong. - Berlin, Heidelberg ; New
York ; Barcelona ; Hong Kong ; London ; Milan, Paris ; Singapore,
Tokyo : Springer, 1999
(Lecture notes in mathematics ; 1702)
ISBN 3-540-65960-9
Mathematics Subject Classification (1991): Primary: 60H10, 15, 20, 30; 93E03;
Secondary: 35K15, 20, 45, 65; 65M06, 12, 15, 25; 65U05; 90A09, 10, 12, 16
ISSN 0075-8434
ISBN 3-540-65960-9 Springer-Verlag Berlin Heidelberg New York
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