Journal ArticleData informed solution estimation for forward-backward stochastic differential equationsBao, Feng; Cao, Yanzhao; Yong, JiongminnullForward-backward stochastic differential equation (FBSDE) systems were introduced as a probabilistic description for parabolic type partial differential equations. Although the probabilistic behavior of the FBSDE system makes it a natural mathematical model in many applications, the stochastic integrals contained in the system generate uncertainties in the solutions which makes the solution estimation a challenging task. In this paper, we assume that we could receive partial noisy observations on the solutions and introduce an optimal filtering method to make a data informed solution estimation for FBSDEs.2021-05-0110220045Analysis and Applications1903439 to 4640219-5305https://doi.org/10.1142/S02195305204001021812921; 1720222National Science Foundation