Forward-backward stochastic differential equations with mixed initial-terminal conditions
Work
Year: 2009
Type: article
Abstract: Well-posedness of forward-backward stochastic differential equations (FBSDEs, for short) in $L^p$ spaces with mixed initial-terminal conditions is studied. A notion of Lyapunov operator is introduced,... more
Author Jiongmin Yong
Institution University of Central Florida
Cites: 37
Cited by: 88
Related to: 10
FWCI: 2.113
Citation percentile (by year/subfield): 96.08
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid