On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
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Publication:1766080
DOI10.1016/S0304-4149(02)00085-6zbMath1058.60042OpenAlexW1997481555MaRDI QIDQ1766080
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00085-6
gradient estimateexistence and uniquenessforward-backward stochastic differential equationsquasi-linear equations of parabolic type
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