On weak solutions of forward-backward SDEs (Q662818): Difference between revisions

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Latest revision as of 22:36, 4 July 2024

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On weak solutions of forward-backward SDEs
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    On weak solutions of forward-backward SDEs (English)
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    13 February 2012
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    forward-backward stochastic differential equations
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    weak solution
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    forward-backward martingale problems
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    viscosity solutions
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