On the solvability of forward-backward stochastic differential equations with absorption coefficients (Q3538779)
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scientific article; zbMATH DE number 5371791
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| English | On the solvability of forward-backward stochastic differential equations with absorption coefficients |
scientific article; zbMATH DE number 5371791 |
Statements
24 November 2008
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forward-backward stochastic differential equations
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absorption condition
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viscosity solutions
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0.9157312512397766
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0.8447144627571106
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0.838456928730011
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0.8237137794494629
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0.8237137794494629
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