Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237)
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scientific article; zbMATH DE number 7655396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators |
scientific article; zbMATH DE number 7655396 |
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Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (English)
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20 February 2023
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coupled FBSDEs
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diagonally quadratic generators
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BMO martingales
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comparison theorem
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