Strong solutions of forward-backward stochastic differential equations with measurable coefficients
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Publication:2066956
DOI10.1016/j.spa.2021.10.012zbMath1494.60066arXiv2001.07753OpenAlexW3213476602WikidataQ115341111 ScholiaQ115341111MaRDI QIDQ2066956
Ludovic Tangpi, Peng Luo, Olivier Menoukeu Pamen
Publication date: 17 January 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.07753
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Viscosity solutions to PDEs (35D40)
Related Items (2)
Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs ⋮ Maximum principle for stochastic control of SDEs with measurable drifts
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