Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators

DOI10.1016/J.JMAA.2022.126948zbMath1515.60180arXiv2111.07246MaRDI QIDQ6382987

Peng Luo, Yuyang Chen

Publication date: 14 November 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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