



























This work studies the spatial derivatives of decoupling fields to strongly coupled forward-backward stochastic differential equations in a Brownian setting. We formally deduce the backward dynamics of the first and higher spatial derivatives. In addition, we study necessary conditions under which singularities in either one of them can occur while moving backwards in time.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。