Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841)

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scientific article; zbMATH DE number 5592114
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Weak solutions and a Yamada–Watanabe theorem for FBSDEs
scientific article; zbMATH DE number 5592114

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    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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