Lp estimations of fully coupled FBSDEs

Author:

Meng Qingxin,Yang ShuzhenORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference27 articles.

1. Lp-Theory for Forward-Backward Stochastic Differential Equations, Vol. 122;Yong,2020

2. Conjugate convex functions in optimal stochastic control;Bismut;J. Math. Anal. Appl.,1973

3. Adapted solutions of backward stochastic equations;Pardoux;Syst. Control Lett.,1990

4. Probabilistic interpretation for systems of quaslinear parabolic partial differential equation;Peng;Stochastic,1991

5. E. Pardoux, S. Peng, in: B.L. Rozuvskii, R.B. Soeers (Eds.), Backward Stochastic Equations and Quasilinear Parabolic Partial Differential Equation, in: Notes Control Inf. Sci., vol. 176, Berlin Heidelberg New York, 1992, pp. 200–217.

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