A Type of Time-Symmetric Stochastic System and Related Games
This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated bac...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-01-01
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Series: | Symmetry |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-8994/13/1/118 |