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• W2074508712 abstract "In this Note, we present a new explicit characterization for a mean exit time problem recently treated by the author, in form of a quadratic Forward–Backward Stochastic Differential Equation (FBSDE) with a random terminal time. An a priori estimate and a uniqueness result for such a type of FBSDE are also proved, under certain conditions. To cite this article: C. Makasu, C. R. Acad. Sci. Paris, Ser. I 347 (2009)." @default.
• W2074508712 created "2016-06-24" @default.
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• W2074508712 date "2009-08-01" @default.
• W2074508712 modified "2023-09-26" @default.
• W2074508712 title "A Note on FBSDE characterization of mean exit times" @default.
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• W2074508712 doi "https://doi.org/10.1016/j.crma.2009.06.006" @default.
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