Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841): Difference between revisions
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scientific article; zbMATH DE number 5592114
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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