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20132019
most citedExistence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs

12 citations · 13 across the 4 of their papers we have counts for

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math.PR2013

Existence and stability of measure solutions for BSDE with generators of quadratic growth

Alexander Fromm, Peter Imkeller, Jianing Zhang

With an emphasis on generators with quadratic growth in the control variable we consider measure solutions of BSDE, a solution concept corresponding to the notion of risk neutral m…

math.PR2013★ 12 cited

Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs

Alexander Fromm, Peter Imkeller

We develop an existence, uniqueness and regularity theory for general multidimensional strongly coupled FBSDE using so called decoupling fields. We begin with a local result and ex…