Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985)
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scientific article; zbMATH DE number 6784222
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| English | Solvability of coupled FBSDEs with diagonally quadratic generators |
scientific article; zbMATH DE number 6784222 |
Statements
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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0.8630130887031555
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0.8250981569290161
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0.7975135445594788
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0.7963181734085083
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0.7957916259765625
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