终端时为停时的正倒向随机微分方程的解

Solution of Forward-Backward SDE with Random Terminal Time

在这篇文章中，我们证明了正倒向随机微分方程的解的存在性和唯一性，其中，倒向随机微分方程的终端时为一有限的停时。

In this paper, we prove the existence and uniqueness of the solution to forward-backward stochastic differential equations, where the terminal time associated with the backward stochastic differential equation is a finite stopping time.