Four step scheme for general Markovian forward-backward SDEs
DOI10.1007/S11424-010-0145-8zbMATH Open1217.60056OpenAlexW1989010706MaRDI QIDQ601070FDOQ601070
Authors: Jin Ma, Jiongmin Yong, Yanhong Zhao 
Publication date: 3 November 2010
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-010-0145-8
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Cited In (10)
- \(L^p\)-theory of forward-backward stochastic differential equations
- Forward-backward stochastic differential equations and their applications
- Forward-backward stochastic differential equations: initiation, development and beyond
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
- Markovian forward-backward stochastic differential equations and stochastic flows
- Equilibrium model of limit order books: a mean-field game view
- Integro-partial differential equations with singular terminal condition
- Continuity problem for BSDE and IPDE with singular terminal condition
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
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