One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators

DOI10.1186/s13662-015-0607-3zbMath1422.60102arXiv1501.02987OpenAlexW1895738133WikidataQ59434505 ScholiaQ59434505MaRDI QIDQ1721897

Rui Mu, Zhen Wu

Publication date: 13 February 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.02987

zbMATH Keywords

stochastic differential equationsbackward stochastic differential equationsapproximation techniques

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of difference equations (39A05)

Related Items (3)

Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs ⋮ An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications ⋮ Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes

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