Forward-backward stochastic differential equations: Initiation, development and beyond

IF 1.1 Q2 MATHEMATICS, APPLIED

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI:10.3934/naco.2022011

J. Yong

引用次数: 0

Abstract

Jin Ma has made fundamental contributions to the theory of forward-backward stochastic differential equations (FBSDEs, for short). In this paper, as one of his main collaborators, I will recall the initiation, the path of the development for FBSDEs, as well as some interesting historic stories.

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正反向随机微分方程:开始、发展及以后

马晋对正-倒向随机微分方程(简称FBSDEs)理论做出了基础性的贡献。在本文中，作为他的主要合作者之一，我将回顾FBSDEs的发起，发展路径，以及一些有趣的历史故事。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Numerical Algebra Control and Optimization MATHEMATICS, APPLIED-

CiteScore

3.10

自引率

0.00%

发文量

期刊介绍： Numerical Algebra, Control and Optimization (NACO) aims at publishing original papers on any non-trivial interplay between control and optimization, and numerical techniques for their underlying linear and nonlinear algebraic systems. Topics of interest to NACO include the following: original research in theory, algorithms and applications of optimization; numerical methods for linear and nonlinear algebraic systems arising in modelling, control and optimisation; and original theoretical and applied research and development in the control of systems including all facets of control theory and its applications. In the application areas, special interests are on artificial intelligence and data sciences. The journal also welcomes expository submissions on subjects of current relevance to readers of the journal. The publication of papers in NACO is free of charge.