A transformation method to study the solvability of fully coupled FBSDEs (Q5086894)
From MaRDI portal
scientific article; zbMATH DE number 7554275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A transformation method to study the solvability of fully coupled FBSDEs |
scientific article; zbMATH DE number 7554275 |
Statements
A transformation method to study the solvability of fully coupled FBSDEs (English)
0 references
8 July 2022
0 references
fully coupled forward-backward stochastic differential equations
0 references
decoupling field
0 references
linear transformation
0 references
global solvability
0 references
stochastic control
0 references
0 references
0 references
