Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs

DOI10.1016/j.jmaa.2022.126403zbMath1491.60114arXiv2110.04641OpenAlexW3207538981MaRDI QIDQ2154437

Kihun Nam, Yunxi Xu

Publication date: 19 July 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.04641

zbMATH Keywords

discontinuous coefficientsparabolic PDEFBSDE

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10)

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