On weak solutions of forward-backward SDEs (Q662818): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:53, 30 January 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