On weak solutions of forward-backward SDEs (Q662818): Difference between revisions

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+Backward-forward stochastic differential equations
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+Weak Solutions of Forward–Backward SDE's
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+Uniqueness results for quasilinear parabolic equations through viscosity solutions' methods
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+Weak Dynamic Programming Principle for Viscosity Solutions
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+A Backward Stochastic Differential Equation without Strong Solution
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+On the Continuity of Weak Solutions of Backward Stochastic Differential Equations
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+On Weak Solutions of Backward Stochastic Differential Equations
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+User’s guide to viscosity solutions of second order partial differential equations
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+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
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+Q4453266
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+Normal rank
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+Weak existence and uniqueness for forward-backward SDEs
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+Examples of singular parabolic measures and singular transition probability densities
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+Solution of forward-backward stochastic differential equations
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+Q3959169
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+Normal rank
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+Degenerate parabolic PDEs with discontinuities and generalized evolutions of surfaces
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+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
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+Backward stochastic differential equations with continuous coefficient
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+Q4354424
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+Normal rank
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
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+Forward-backward stochastic differential equations and their applications
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+Weak solutions for forward-backward SDEs-a martingale problem approach
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+Continuity of Solutions of Parabolic and Elliptic Equations
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Normal rank
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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+Q3996259
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+Q3862204
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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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+The wellposedness of FBSDEs
@@ Property / cites work: The wellposedness of FBSDEs / rank @@
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