Open AccessOn path-dependent multidimensional forward-backward SDEs
Author(s) -
Kaitong Hu,
Zhenjie Ren,
Nizar Touzi
Publication year - 2022
Publication title -
numerical algebra control and optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2022010
Subject(s) - decoupling (probability) , mathematics , uniqueness , bounded function , stochastic differential equation , path (computing) , context (archaeology) , mathematical analysis , computer science , paleontology , control engineering , engineering , biology , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom