\(L^p\)-estimate for linear forward-backward stochastic differential equations

DOI10.1007/s10114-023-1147-5zbMath1521.60026OpenAlexW4379880117MaRDI QIDQ6113754

Bing Xie, Zhi-Yong Yu

Publication date: 11 July 2023

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-023-1147-5

zbMATH Keywords

monotonicity conditionforward-backward stochastic differential equation\(L^p\)-estimatelarge interval

Mathematics Subject Classification ID

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

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