One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators
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Publication:1721897
DOI10.1186/s13662-015-0607-3zbMath1422.60102arXiv1501.02987OpenAlexW1895738133WikidataQ59434505 ScholiaQ59434505MaRDI QIDQ1721897
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
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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