Conceptio › Archive › arXiv (All)
arXiv (All) open access

Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations: Spectral Contraction and Infinite-Horizon Maximum Principle

Chen, Rui et al.
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
optimization-and-control
This paper develops an explicit spectral-contraction approach to studying fully coupled nonlinear forward--backward stochastic difference equations on infinite horizon and their applications to stochastic control. The estimates for this fully coupled system are assembled into an explicit two-dimensi
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 998889
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive