Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
scientific article

    Statements

    Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (English)
    0 references
    0 references
    20 February 2023
    0 references
    coupled FBSDEs
    0 references
    diagonally quadratic generators
    0 references
    BMO martingales
    0 references
    comparison theorem
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references