Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937)
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scientific article; zbMATH DE number 7032899
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| English | Multidimensional Markovian FBSDEs with super-quadratic growth |
scientific article; zbMATH DE number 7032899 |
Statements
Multidimensional Markovian FBSDEs with super-quadratic growth (English)
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6 March 2019
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coupled forward backward SDE
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multidimensional process
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superquadratic growth
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Malliavin derivative
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parabolic partial differential equation
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0.8441310524940491
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0.8401849269866943
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0.8389967679977417
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0.8264033198356628
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0.8250981569290161
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