On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131)
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scientific article; zbMATH DE number 7490294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On forward-backward stochastic differential equations in a domination-monotonicity framework |
scientific article; zbMATH DE number 7490294 |
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On forward-backward stochastic differential equations in a domination-monotonicity framework (English)
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15 March 2022
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forward-backward stochastic differential equation
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stochastic linear-quadratic problem
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method of continuation
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stochastic optimal control
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