Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677)
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scientific article; zbMATH DE number 5498409
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| English | Weak solutions for forward-backward SDEs-a martingale problem approach |
scientific article; zbMATH DE number 5498409 |
Statements
Weak solutions for forward-backward SDEs-a martingale problem approach (English)
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27 January 2009
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forward-backward stochastic differential equations
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weak solutions
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martingale problems
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viscosity solutions
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uniqueness
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0.9215297102928162
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0.8765751719474792
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0.8718903064727783
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0.8512064218521118
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0.8502187728881836
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