Solvability of coupled FBSDEs with diagonally quadratic generators
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Author / Producer
Date
2017-12
Publication Type
Journal Article
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yes
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published
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Journal / series
Volume
17 (6)
Pages / Article No.
1750043
Publisher
World Scientific
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Edition / version
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Software
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Subject
Backward stochastic differential equations; coupled systems; Quadratic growth; BMO-martingales