A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE (Q2863001)
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scientific article; zbMATH DE number 6231168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE |
scientific article; zbMATH DE number 6231168 |
Statements
20 November 2013
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BSDE
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forward-backward SDE
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quadratic growth
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comparison
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positivity
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stochastic calculus of variations
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Malliavin calculus
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Feynman-Kac formula
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A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE (English)
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