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Acta Mathematicae Applicatae Sinica, English Series

, Volume 19, Issue 3, pp 485–490 | Cite as

Infinite Interval Backward Stochastic Differential Equations in the Plane

Original papers
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Abstract

This paper studies the existence and uniqueness of solution of infinite interval backward stochastic differential equation (BSDE) in the plane driven by a Brownian sheet.

Keywords

Two-parameter mixed type BSDE 

2000 MR Subject Classification

60H10 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  1. 1.School of Mathematics and System SciencesShandong UniversityJinanChina

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