Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
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Publication:2685237
DOI10.1016/J.JMAA.2022.126948OpenAlexW3212491216MaRDI QIDQ2685237FDOQ2685237
Authors: Yanyan Li
Publication date: 20 February 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.07246
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Cited In (4)
- Multidimensional Markovian FBSDEs with super-quadratic growth
- A multi-dimensional FBSDE with quadratic generator and its applications
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
- Solvability of coupled FBSDEs with diagonally quadratic generators
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