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math.PR2023
Well-posedness for a class of mean field type FBSDEs and classical solutions of related master equations
Tianjiao Hua, Peng Luo
In this paper, we study a class of mean field type FBSDEs. We propose a class of motonotinity conditions, under which we show the uniformly Lipschitz continuity of the decoupling f…
math.PR2022
A unified approach to global solvability for FBSDEs with diagonal generators
Tianjiao Hua, Peng Luo
In this paper, we study the global solvability of multidimensional forward-backward stochastic differential equations (FBSDEs) with diagonally Lipschitz, quadratic or super-quadrat…