The wellposedness of FBSDEs

DOI10.3934/dcdsb.2006.6.927zbMath1132.60315arXiv1708.05785MaRDI QIDQ2471406

Jianfeng Zhang

Publication date: 22 February 2008

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.05785

zbMATH Keywords

comparison theorem; wellposedness; forward-backward SDEs

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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