The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.
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机译:Finite Type System of Partial Differential Operators and Decomposition of Solutions of Partial Differential Equations (位相解析的方法による偏微分方程式论研究会及び散乱理论の数学研究会报告集)