这是研究正倒向随机微分方程的基础。
This work is a foundation of the study of forward-backward equations.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
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