Forward and backward stochastic differential equations with normal constraints in law

DOI10.1016/J.SPA.2020.07.007zbMath1454.60075arXiv1903.01114OpenAlexW3045737302WikidataQ115341130 ScholiaQ115341130MaRDI QIDQ2229679

Ying Hu, Philippe Briand, Pierre Cardaliaguet, Paul-Eric Chaudru De Raynal

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.01114

zbMATH Keywords

well-posednessbackward stochastic differential equationsNeumann conditionWasserstein space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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