A transformation method to study the solvability of fully coupled FBSDEs

DOI10.1080/17442508.2021.1903466zbMath1496.60060OpenAlexW3003916664MaRDI QIDQ5086894

Alexander Fromm, Julian Wendt, Stefan Ankirchner

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1903466

zbMATH Keywords

linear transformationstochastic controlglobal solvabilitydecoupling fieldfully coupled forward-backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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