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

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+MaRDI publication profile
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+https://doi.org/10.1515/rose.2007.016
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+W2043864925
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@@ Property / cites work @@
+Backward-forward stochastic differential equations
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+Weak Solutions of Forward–Backward SDE's
@@ Property / cites work: Weak Solutions of Forward–Backward SDE's / rank @@
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+On Weak Solutions of Backward Stochastic Differential Equations
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+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
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+Weak existence and uniqueness for forward-backward SDEs
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+Backward Stochastic Differential Equations in Finance
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+Backward-forward SDE's and stochastic differential games
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+On the existence of solution to one–dimensional forward–backward sdes
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+Solution of forward-backward stochastic differential equations
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Adapted solution of a backward stochastic differential equation
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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@@ links / mardi / name / links / mardi / name @@
+Publication:5324841