Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES (Q4964411)
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scientific article; zbMATH DE number 7316863
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| English | Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES |
scientific article; zbMATH DE number 7316863 |
Statements
Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (English)
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2 March 2021
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functional Itô calculus
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non-Markovian fully coupled forward-backward systems
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path-dependent PDEs
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classical solutions
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0.9030673503875732
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0.8122003674507141
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0.809090793132782
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0.799893856048584
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