Weak Solutions of Forward–Backward SDE's (Q4804867): Difference between revisions

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Revision as of 15:40, 5 June 2024

scientific article; zbMATH DE number 1903051
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English
Weak Solutions of Forward–Backward SDE's
scientific article; zbMATH DE number 1903051

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    Weak Solutions of Forward–Backward SDE's (English)
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    28 April 2003
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    forward-backward stochastic differential equation
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    backward stochastic differential equation
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    weak solution
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    Yamada-Watanabe theorem
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