Fully coupled forward-backward stochastic differential equations driven by sub-diffusions-Reference-Cited by-同舟云学术

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Fully coupled forward-backward stochastic differential equations driven by sub-diffusions

Published:2024-10 Issue: Volume:405 Page:337-358
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Zhang Shuaiqi^ORCID,Chen Zhen-Qing^ORCID

Publisher

Elsevier BV

Reference19 articles.

1. Backward-forward stochastic differential equations;Antonelli;Ann. Appl. Probab.,1993

2. A Forward-Backward SDEs Approach to Pricing in Carbon Markets;Chassagneux,2017

3. Hedging options for a large investor and forward-backward SDEs;Cvitanic;Ann. Appl. Probab.,1996

4. Stochastic differential utility;Duffie;Econometrica,1992

5. Black's consol rate conjecture;Duffie;Ann. Appl. Probab.,1995

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Differential Equations Driven by Subdiffusion;SIAM Journal on Control and Optimization;2024-09-03

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