Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Mean Field Forward-Backward Stochastic Differential Equations
The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.
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ژورنال
عنوان ژورنال: Discrete & Continuous Dynamical Systems - S
سال: 2021
ISSN: 1937-1179
DOI: 10.3934/dcdss.2021044