On weak solutions of forward-backward SDEs (Q662818): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00440-010-0305-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3023775522 / rank | |||
Normal rank | |||
Revision as of 18:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak solutions of forward-backward SDEs |
scientific article |
Statements
On weak solutions of forward-backward SDEs (English)
0 references
13 February 2012
0 references
forward-backward stochastic differential equations
0 references
weak solution
0 references
forward-backward martingale problems
0 references
viscosity solutions
0 references
