A transformation method to study the solvability of fully coupled FBSDEs (Q5086894)
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scientific article; zbMATH DE number 7554275
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| 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)
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8 July 2022
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fully coupled forward-backward stochastic differential equations
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decoupling field
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linear transformation
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global solvability
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stochastic control
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0.8091681599617004
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0.7947790622711182
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0.7925620675086975
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0.7646689414978027
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0.7623075246810913
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