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

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+Backward-forward stochastic differential equations
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+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
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@@ Property / cites work @@
+Q4357499
@@ Property / cites work: Q4357499 / rank @@
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
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@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120020423
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@@ Property / OpenAlex ID @@
+W1972646096
@@ Property / OpenAlex ID: W1972646096 / rank @@
+Normal rank