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arXiv · 2111.07246

Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators

Yuyang Chen·Peng Luo
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Abstract

The present paper is devoted to study multi-dimensional coupled FBSDEs with diagonally quadratic generators. Relying on a comparison result obtained in [20], we provide conditions under which there exists a global solution. As a byproduct, we further give a comparison result for this global solution.

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Yuyang Chen, Peng Luo. 2021-11-14. Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators. https://arxiv.org/abs/2111.07246

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