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A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems - MaRDI portal

A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems

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Publication:6455912

arXiv2310.13195MaRDI QIDQ6455912

Mao-ning Tang, Maozhong Xu, Qingxin Meng

Publication date: 19 October 2023











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