@article{Kupper2019Multi-44863,
  year={2019},
  doi={10.1016/j.spa.2018.03.024},
  title={Multidimensional Markovian FBSDEs with super-quadratic growth},
  number={3},
  volume={129},
  issn={0304-4149},
  journal={Stochastic Processes and their Applications},
  pages={902--923},
  author={Kupper, Michael and Luo, Peng and Tangpi, Ludovic}
}

<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/44863">
    <dc:contributor>Kupper, Michael</dc:contributor>
    <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/44863"/>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:creator>Luo, Peng</dc:creator>
    <dc:language>eng</dc:language>
    <dcterms:abstract xml:lang="eng">We give local and global existence and uniqueness results for multidimensional coupled FBSDEs for generators with arbitrary growth in the control variable. The local existence result is based on Malliavin calculus arguments for Markovian equations. Under additional monotonicity conditions on the generator we construct global solutions by a pasting technique along PDE solutions.</dcterms:abstract>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:contributor>Luo, Peng</dc:contributor>
    <dc:creator>Kupper, Michael</dc:creator>
    <dcterms:issued>2019</dcterms:issued>
    <dc:contributor>Tangpi, Ludovic</dc:contributor>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2019-02-05T14:46:55Z</dcterms:available>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2019-02-05T14:46:55Z</dc:date>
    <dc:creator>Tangpi, Ludovic</dc:creator>
    <dcterms:title>Multidimensional Markovian FBSDEs with super-quadratic growth</dcterms:title>
  </rdf:Description>
</rdf:RDF>