Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677): Difference between revisions
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Revision as of 08:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak solutions for forward-backward SDEs-a martingale problem approach |
scientific article |
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Weak solutions for forward-backward SDEs-a martingale problem approach (English)
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27 January 2009
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forward-backward stochastic differential equations
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weak solutions
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martingale problems
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viscosity solutions
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uniqueness
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