An exploration of L^p-theory for forward-backward stochastic differential equations with random coefficients on small durations
DOI10.1016/J.JMAA.2019.123642zbMATH Open1471.60092OpenAlexW2987416705WikidataQ126831883 ScholiaQ126831883MaRDI QIDQ2287239FDOQ2287239
Publication date: 20 January 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.123642
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forward-backward stochastic differential equation\(L^p\)-theoryrandom coefficientglobal implicit function theoremsmall duration
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Cited In (6)
- A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.
- Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
- \(L^p\)-estimate for linear forward-backward stochastic differential equations
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations
- \( L^p\) estimations of fully coupled FBSDEs
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps
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