A transformation method to study the solvability of fully coupled FBSDEs (Q5086894)
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scientific article; zbMATH DE number 7554275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A transformation method to study the solvability of fully coupled FBSDEs |
scientific article; zbMATH DE number 7554275 |
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A transformation method to study the solvability of fully coupled FBSDEs (English)
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8 July 2022
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fully coupled forward-backward stochastic differential equations
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decoupling field
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linear transformation
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global solvability
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stochastic control
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