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Multidimensional Markovian FBSDEs with super-quadratic growth - MaRDI portal

Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937)

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Multidimensional Markovian FBSDEs with super-quadratic growth
scientific article

    Statements

    title
    Multidimensional Markovian FBSDEs with super-quadratic growth (English)
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    author
    Michael Kupper
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    Peng Luo
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    Ludovic Tangpi
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    publication date
    6 March 2019
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    zbMATH Keywords
    coupled forward backward SDE
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    multidimensional process
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    superquadratic growth
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    Malliavin derivative
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    parabolic partial differential equation
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    cites work
    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H07
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    60H30
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    zbMATH DE Number
    7032899
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    OpenAlex ID
    W2801818840
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    arXiv ID
    1505.01796
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