$L^p$-theory of forward-backward stochastic differential equations

DOI10.4064/bc122-15zbMath1460.60059OpenAlexW3130506913MaRDI QIDQ4989155

Jiong-min Yong

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc122-15

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear optimal control problems (49N05)

Related Items (2)

\( L^p\) estimations of fully coupled FBSDEs ⋮ The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps

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