Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841): 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/10.1515/rose.2007.016 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2043864925 / rank | |||
Normal rank |
Revision as of 20:01, 19 March 2024
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)
0 references
8 August 2009
0 references
forward-backward stochastic differential equation
0 references
weak solution
0 references
Yamada-Watanabe theorem
0 references
Girsanov theorem
0 references
Burgers equation.
0 references