A transformation method to study the solvability of fully coupled FBSDEs (Q5086894)

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scientific article; zbMATH DE number 7554275
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A transformation method to study the solvability of fully coupled FBSDEs
scientific article; zbMATH DE number 7554275

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    A transformation method to study the solvability of fully coupled FBSDEs (English)
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    8 July 2022
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    fully coupled forward-backward stochastic differential equations
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    decoupling field
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    linear transformation
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    global solvability
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    stochastic control
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