On well-posedness of forward-backward SDEs -- a unified approach (Q2354895)
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scientific article; zbMATH DE number 6464848
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| English | On well-posedness of forward-backward SDEs -- a unified approach |
scientific article; zbMATH DE number 6464848 |
Statements
On well-posedness of forward-backward SDEs -- a unified approach (English)
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27 July 2015
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forward-backward stochastic differential equations
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decoupling random fields
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backward stochastic Riccati equations
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comparison theorem
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0.93613863
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0.93050313
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0.92988145
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0.9265899
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0.9258889
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0.9235295
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0.9187614
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