On weak solutions of forward-backward SDEs (Q662818): Difference between revisions
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Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak solutions of forward-backward SDEs |
scientific article |
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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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