An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (Q907967)

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An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift
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    An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (English)
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    2 February 2016
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    forward backward stochastic differential equations
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    Skorokhod embedding problem
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    Gaussian processes
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    BMO process
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    decoupling field
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    variational differentiation
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