Forward-backward SDEs with distributional coefficients (Q2289778)
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| English | Forward-backward SDEs with distributional coefficients |
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Forward-backward SDEs with distributional coefficients (English)
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24 January 2020
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forward-backward stochastic differential equations
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distributional coefficients
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non-linear Feynman-Kac formula
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weak solutions
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virtual solutions
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mild solutions
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Sobolev spaces
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singular FBSDEs
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singular PDEs
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0.8440123200416565
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0.8271533846855164
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0.8251487612724304
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0.8209245204925537
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