L^p-theory of forward-backward stochastic differential equations

DOI10.4064/BC122-15zbMATH Open1460.60059OpenAlexW3130506913MaRDI QIDQ4989155FDOQ4989155

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc122-15

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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear optimal control problems (49N05)

Cites Work

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Title not available (Why is that?)
Title not available (Why is that?)
Backward Stochastic Differential Equations in Finance
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Stochastic global maximum principle for optimization with recursive utilities
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Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients

Cited In (7)

An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations
Forward-backward stochastic differential equations with mixed initial-terminal conditions
On well-posedness of forward-backward SDEs -- a unified approach
\( L^p\) estimations of fully coupled FBSDEs
Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps
An \(L_{p }\)-theory for stochastic integral equations

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