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20162026
most citedA type of globally solvable BSDEs with triangularly quadratic generators

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math.PR2020

Strong solutions of forward-backward stochastic differential equations with measurable coefficients

Peng Luo, Olivier Menoukeu-Pamen, Ludovic Tangpi

This paper investigates solvability of fully coupled systems of forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. In particular, we assume th…