Forward-backward SDEs with discontinuous coefficients (Q4639169)
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scientific article; zbMATH DE number 6865974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward SDEs with discontinuous coefficients |
scientific article; zbMATH DE number 6865974 |
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Forward-backward SDEs with discontinuous coefficients (English)
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3 May 2018
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forward-backward SDEs
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decoupling function
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discontinuous coefficients
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distribution solution
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weak solution
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Krylov estimates
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strong solution
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