Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multidimensional Markovian FBSDEs with super-quadratic growth |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multidimensional Markovian FBSDEs with super-quadratic growth |
scientific article |
Statements
Multidimensional Markovian FBSDEs with super-quadratic growth (English)
0 references
6 March 2019
0 references
coupled forward backward SDE
0 references
multidimensional process
0 references
superquadratic growth
0 references
Malliavin derivative
0 references
parabolic partial differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8441310524940491
0 references
0.8401849269866943
0 references
0.8389967679977417
0 references
0.8264033198356628
0 references
0.8250981569290161
0 references
