Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985)
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scientific article; zbMATH DE number 6784222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability of coupled FBSDEs with diagonally quadratic generators |
scientific article; zbMATH DE number 6784222 |
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Solvability of coupled FBSDEs with diagonally quadratic generators (English)
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29 September 2017
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backward stochastic differential equations
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coupled systems
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quadratic growth
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BMO-martingales
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