Forward-Backward SDEs

  • Jianfeng Zhang
Chapter
First Online:
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 86)

Abstract

In this chapter we study coupled Forward-Backward SDEs. The theory for general FBSDEs is still far from mature. We shall introduce three different approaches for its well-posedness: the fixed point approach, the decoupling approach, and the method of continuation.

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Copyright information

© Springer Science+Business Media LLC 2017

Authors and Affiliations

  • Jianfeng Zhang
    • 1
  1. 1.Department of MathematicsUniversity of Southern CaliforniaLos AngelesUSA

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