On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080)
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scientific article; zbMATH DE number 2138970
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| English | On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. |
scientific article; zbMATH DE number 2138970 |
Statements
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (English)
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25 February 2005
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existence and uniqueness
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forward-backward stochastic differential equations
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gradient estimate
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quasi-linear equations of parabolic type
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0.8656885623931885
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0.8656885623931885
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0.8593412637710571
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0.8589693903923035
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0.8543362617492676
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