A class of quadratic forward-backward stochastic differential equations
Author:
Funder
Deutscher Akademischer Austauschdienst
Bundesministerium für Bildung und Forschung
Alexander von Humboldt-Stiftung
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference37 articles.
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2. Weak solution of forward-backward SDE's;Antonelli;Stoch. Anal. Appl.,2003
3. Quadratic BSDE with L2-terminal data: Krylov's estimate and Itô-Krylov's formula and existence results;Bahlali;Ann. Probab.,2017
4. A backward stochastic differential equation without strong solution;Buckdahn;Teor. Veroâtn. Primen.,2005
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