Weak Solutions of Forward–Backward SDE's (Q4804867)
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scientific article; zbMATH DE number 1903051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Solutions of Forward–Backward SDE's |
scientific article; zbMATH DE number 1903051 |
Statements
Weak Solutions of Forward–Backward SDE's (English)
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28 April 2003
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forward-backward stochastic differential equation
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backward stochastic differential equation
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weak solution
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Yamada-Watanabe theorem
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