On path-dependent multidimensional forward-backward SDEs (Q6164086)
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scientific article; zbMATH DE number 7719443
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| English | On path-dependent multidimensional forward-backward SDEs |
scientific article; zbMATH DE number 7719443 |
Statements
On path-dependent multidimensional forward-backward SDEs (English)
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26 July 2023
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forward-backward SDE
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backward stochastic Riccati equations
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decoupling random field
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characteristic BSDE
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0.8293660283088684
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0.8092157244682312
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0.793154239654541
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0.7907422184944153
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0.7877393960952759
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