Lp estimations of fully coupled FBSDEs

Meng, QX; Yang, SZ

Yang, SZ (通讯作者)，Shandong Univ, Shandong Univ Zhong Tai Secur Inst Financial Studi, Shandong Key Lab Financial Risk, Jinan, Peoples R China.

SYSTEMS & CONTROL LETTERS, 2023; 172 ():

Abstract

In the field of fully coupled FBSDEs, for a given terminal time T, how to obtain an Lp (p > 2) estimation is still an open problem. Yong [1] propos......

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