Related papers: A Fully Quantization-based Scheme for FBSDEs

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In this article, we concern a kind of partially observed non-zero sum stochastic differential game based on forward and backward stochastic differential equations (FBSDEs). It is required that each player has his own observation equation,…

We study the discrete-time approximation for solutions of forward-backward stochas- tic dierential equations (FBSDEs) with a jump. In this part, we study the case of Lipschitz generators, and we refer to the second part of this work [15]…

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Functional approaches are the only first principle QCD setup that allow for direct computations at finite density. Predictive power and quantitative reliability of the respective results can only be obtained within a systematic expansion…