Weak solutions and a Yamada–Watanabe theorem for FBSDEs

DOI10.1515/rose.2007.016zbMath1199.60199MaRDI QIDQ5324841

Youssef Ouknine, Brahim Mezerdi, Khaled Bahlali, Modeste N'zi

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2007.016

zbMATH Keywords

weak solution; Girsanov theorem; forward-backward stochastic differential equation; Yamada-Watanabe theorem; Burgers equation.

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H20: Stochastic integral equations

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