Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841): Difference between revisions

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Latest revision as of 20:30, 1 July 2024

scientific article; zbMATH DE number 5592114
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English
Weak solutions and a Yamada–Watanabe theorem for FBSDEs
scientific article; zbMATH DE number 5592114

    Statements

    Weak solutions and a Yamada–Watanabe theorem for FBSDEs (English)
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    8 August 2009
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    forward-backward stochastic differential equation
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    weak solution
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    Yamada-Watanabe theorem
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    Girsanov theorem
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    Burgers equation.
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