Weak Solutions of Forward–Backward SDE's

DOI10.1081/SAP-120020423zbMath1055.60055OpenAlexW1972646096MaRDI QIDQ4804867

Fabio Antonelli, Jin Ma

Publication date: 28 April 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120020423

zbMATH Keywords

weak solutionbackward stochastic differential equationforward-backward stochastic differential equationYamada-Watanabe theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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