On path-dependent multidimensional forward-backward SDEs
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Publication:6164086
DOI10.3934/naco.2022010zbMath1515.60194arXiv2201.05016OpenAlexW4221157038MaRDI QIDQ6164086
Kaitong Hu, Zhenjie Ren, Nizar Touzi
Publication date: 26 July 2023
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.05016
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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