On the existence of solution to one–dimensional forward–backward sdes (Q4946982)
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scientific article; zbMATH DE number 1423275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of solution to one–dimensional forward–backward sdes |
scientific article; zbMATH DE number 1423275 |
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On the existence of solution to one–dimensional forward–backward sdes (English)
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7 June 2000
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forward-backward stochastic differential equation
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quasilinear parabolic partial differential equation
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viscosity solution
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