{"entities":{"Q5956450":{"pageid":8133252,"ns":120,"title":"Item:Q5956450","lastrevid":47746831,"modified":"2026-01-02T14:26:02Z","type":"item","id":"Q5956450","labels":{"en":{"language":"en","value":"Approximate solvability of forward-backward stochastic differential equations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1709373"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$779DBC1A-3F0B-4F62-B172-EB489A826EA6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6086325b6768ca46abe858e631afa332207fc2b9","datavalue":{"value":{"text":"Approximate solvability of forward-backward stochastic differential equations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5956450$E72FC567-A3D8-4BAF-831F-9AC7356A2BCA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9e58a08397da10be8e3139ff601d7a790d7e8d82","datavalue":{"value":"0996.60075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$EBDA530F-F82E-4556-AC0F-40FFCB43A001","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"abf0e80358d9bc358698c170fcc36d20ed51e5b5","datavalue":{"value":{"entity-type":"item","numeric-id":217703,"id":"Q217703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$DA223007-EC74-4C3D-A157-7395C05F5A68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"84e003772940f5a0f2ef9e1462e6c4f9503767de","datavalue":{"value":{"entity-type":"item","numeric-id":511059,"id":"Q511059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$82E0FD31-24A9-4805-B17B-5E233920EBAB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"26e7ae313d93fb8f78524ce8d90a3561478c5c60","datavalue":{"value":{"entity-type":"item","numeric-id":162704,"id":"Q162704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$3B5A234E-34CF-4428-9E03-C7CC96FBDBF1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0c46a1848186a989e845a7b08e6b4d15724d6aca","datavalue":{"value":{"time":"+2002-10-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5956450$C2C9C927-620A-46EF-AE03-8548AA006A44","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fe9a15d6236bfa2a6ddaf3461d0e9c3b7a495dc1","datavalue":{"value":"Let \\(W\\) denote a \\(d\\)-dimensional Brownian motion. An triplet of square integrable processes \\(\\Sigma= (X,Y,Z)\\) adapted w.r.t. the filtration generated by \\(W\\) is called a solution to the forward-backward stochastic differential equation (FBSDE) with initial condition \\(x\\in \\mathbb{R}^n\\) and coefficients \\(a\\), \\(\\sigma\\), \\(h\\), \\(g\\) if  \\[ (1)\\qquad dX_t= b(t,\\Sigma_t) dt+ \\sigma(t,\\Sigma_t) dW_t,\\qquad (2)\\qquad X_0= x,\\qquad (3)\\qquad Y_T= g(X_T). \\]  FBSDEs generalize the backward SDEs studied by \\textit{E. Pardoux} and \\textit{S. G. Peng} [Syst. Control Lett. 14, No. 1, 55-61 (1990; Zbl 0692.93064)]. Since the first paper on FBSDEs by \\textit{F. Antonelli} [Ann. Appl. Probab. 3, No. 3, 777-793 (1993; Zbl 0780.60058)], there have been a lot of works in this subjet, among them the papers of the authors [Chin. Ann. Math., Ser. B 16, No. 3, 279-298 (1995; Zbl 0832.60067)], the authors and \\textit{P. Protter} [Probab. Theory Relat. Fields 98, No. 3, 339-359 (1994; Zbl 0794.60056)], \\textit{Y. Hu} and \\textit{S. Peng} [ibid. 103, No. 2, 273-283 (1995; Zbl 0831.60065)] and \\textit{S. Peng} and \\textit{Z. Wu} [SIAM J. Control Optimization 37, No. 3, 825-843 (1999; Zbl 0931.60048)]. These papers present different methods to solve FBSDE (1)--(3); the type of assumptions on the coefficients they use are different, but they have in common that they are rather restrictive. Working only with rather mild assumptions, the authors study the approximate solvability of the FSBE, by which is meant that, for any \\(\\varepsilon> 0\\) there is some \\(\\Sigma\\) satisfying (1), (2), and \\((3')\\) \\(E[|Y_T- g(X_T)|]\\leq \\varepsilon\\). In their work they develop a general scheme for constructing approximate solutions.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956450$C0EBCFB1-656B-45F3-B2C4-3614EA6CA2FB","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a7701caef6aeab2e833a634fb2c03d5de2a89dc0","datavalue":{"value":{"entity-type":"item","numeric-id":378338,"id":"Q378338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$21735220-91D9-44ED-A181-64F9707FCBB5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$E150121F-0FE6-4420-B398-B873E7B21783","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b02198a34459a135bd2e511d886c30b9cf69d19","datavalue":{"value":"35R60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$059D48F9-4207-48C9-9703-572016717BB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70f2a8583021792bf589c1c3fea9b6472f3c0d18","datavalue":{"value":"34F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$5234A82D-9A82-4FD1-BE44-69EB62D3FF83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$C6F0802F-3382-456C-A380-5D576E514C1C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e55d3894b5e1734303a76c6104d55ffe801fa6e4","datavalue":{"value":"1709373","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$44BE2D43-F8FD-4AEE-8BE3-6FF217D09024","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3f01a1eff345994907711cac92066b9a3835a825","datavalue":{"value":"forward-backward stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956450$ED0954A2-E395-485B-A0DF-60CADED70031","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cb1d0e568970e330dab336e15f639847ac4d3463","datavalue":{"value":"approximate solvability","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956450$05A2542D-731F-436B-9A03-B355559CAF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc616566bdf6018e7f1da78f246d5ca6792c7fad","datavalue":{"value":"approximate adapted solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956450$F9ABC152-1D5E-4C06-B474-B8C6D5406D1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a0618686e4da59537cba2c939faf63064422a470","datavalue":{"value":"nodal set","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956450$0C49044F-D1C9-4F3B-A0DF-4050558211DB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956450$D4F4D50E-0FC9-49E7-AA0F-E113EC07AB53","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a8aaf870e6eeb9ba1bc623c71a5cb7a6319a5cb6","datavalue":{"value":"https://doi.org/10.1007/s00245-001-0025-7","type":"string"},"datatype":"url"},"type":"statement","id":"Q5956450$97921EDE-C734-48D0-BB0A-7D87CB913998","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5c43db6b34b1df94861c7749744cce9bf64c9869","datavalue":{"value":"W1492846080","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$B05B1D56-5D32-4656-8795-A172C6926FA0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"104b5230a9aa7c89082d21719f5cd1dc2c0d175d","datavalue":{"value":"10.1007/S00245-001-0025-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956450$1BC376DA-BAF0-4D86-9E31-AE6B84AE64CB","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c7a7fdc76c0e8aedac75aeb6379217d8628c530c","datavalue":{"value":{"entity-type":"item","numeric-id":4804867,"id":"Q4804867"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9e7049c57ff92de821964c8e776869d4bc80428","datavalue":{"value":{"amount":"+0.8214433789253235","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956450$627091AE-F28C-4752-BDCE-3BFE9C0EFA49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a169349e1c584ac2494dd5d2863c867d1a4d2296","datavalue":{"value":{"entity-type":"item","numeric-id":2564697,"id":"Q2564697"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88f17930fcdeb432b10fc520795b792350f66f2f","datavalue":{"value":{"amount":"+0.8113155961036682","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956450$5FFE0FBE-89F1-40EC-8E73-986E11724D98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12697b0f0ca676371b21f58d0681fe771199244d","datavalue":{"value":{"entity-type":"item","numeric-id":4946982,"id":"Q4946982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"66e402e3add1d30e49e3b131998e68bff2342bd9","datavalue":{"value":{"amount":"+0.8060840964317322","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956450$CE5BB86A-BB14-4A33-9DCE-255A931093A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e6f4809a33ad3a65ca53bc57cf396b2a31f1f42b","datavalue":{"value":{"entity-type":"item","numeric-id":1877391,"id":"Q1877391"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"66e402e3add1d30e49e3b131998e68bff2342bd9","datavalue":{"value":{"amount":"+0.8060840964317322","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956450$518D4176-1679-4C3E-B9FA-3BCCC555038D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9e9b49bb13b627721d2078500d12f5459a552b9a","datavalue":{"value":{"entity-type":"item","numeric-id":1294779,"id":"Q1294779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e8557d3b7d5409183e2c3c2a205e4d090688b21e","datavalue":{"value":{"amount":"+0.8042116761207581","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956450$DD066E0A-3B1C-4584-B3E8-803DC0926FDA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5956450","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5956450"}}}}}