Solutions to general forward-backward doubly stochastic differential equations (Q1030383): Difference between revisions

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-.1007/s10483-009-0412-x
@@ Property / DOI: 10.1007/s10483-009-0412-x / rank @@
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+Qing-Feng Zhu
@@ Property / author: Qing-Feng Zhu / rank @@
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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+Backward Stochastic Differential Equations in Finance
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+A type of time-symmetric forward-backward stochastic differential equations
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Singularly perturbed boundary value problems
@@ Property / cites work: Singularly perturbed boundary value problems / rank @@
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@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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@@ Property / DOI @@
+.1007/S10483-009-0412-X
@@ Property / DOI: 10.1007/S10483-009-0412-X / rank @@
+Normal rank