Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak solutions and a Yamada–Watanabe theorem for FBSDEs |
scientific article; zbMATH DE number 5592114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak solutions and a Yamada–Watanabe theorem for FBSDEs |
scientific article; zbMATH DE number 5592114 |
Statements
Weak solutions and a Yamada–Watanabe theorem for FBSDEs (English)
0 references
8 August 2009
0 references
forward-backward stochastic differential equation
0 references
weak solution
0 references
Yamada-Watanabe theorem
0 references
Girsanov theorem
0 references
Burgers equation.
0 references
