Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time solvability of a flow of forward-backward stochastic differential equations |
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Small-time solvability of a flow of forward-backward stochastic differential equations (English)
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11 August 2021
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flow of forward-backward stochastic differential equations
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equilibrium solution
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time-inconsistency
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stochastic control
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backward stochastic Volterra integral equation
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