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).
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