most citedForward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs

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math.PR2022★ 3 cited

Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs

Yufeng Shi, Jiaqiang Wen, Jie Xiong

In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional Itô (or path-dependent) calculus, the relationsh…