Solvability of coupled FBSDEs with diagonally quadratic generators
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Publication:5361985
DOI10.1142/S0219493717500435zbMath1372.60084MaRDI QIDQ5361985
Publication date: 29 September 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)
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