Forward-backward stochastic equations: a functional fixed point approach
DOI10.1080/07362994.2021.1988857OpenAlexW3216023713MaRDI QIDQ5876574FDOQ5876574
Publication date: 1 February 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.1988857
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- Flows for singular stochastic differential equations with unbounded drifts
Cited In (10)
- BSE's, BSDE's and fixed-point problems
- Forward-backward stochastic differential equations with nonsmooth coefficients.
- Forward-backward stochastic differential equations and their applications
- Title not available (Why is that?)
- An applications of Schauder's fixed point theorem to backward stochastic differential equations
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
- Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
- Fully coupled forward-backward stochastic dynamics and functional differential systems
- Solutions for functional fully coupled forward-backward stochastic differential equations
- Functional inequalities for forward and backward diffusions
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