On path-dependent multidimensional forward-backward SDEs (Q6164086)
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scientific article; zbMATH DE number 7719443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On path-dependent multidimensional forward-backward SDEs |
scientific article; zbMATH DE number 7719443 |
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On path-dependent multidimensional forward-backward SDEs (English)
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26 July 2023
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forward-backward SDE
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backward stochastic Riccati equations
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decoupling random field
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characteristic BSDE
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