Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841)
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scientific article; zbMATH DE number 5592114
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| English | Weak solutions and a Yamada–Watanabe theorem for FBSDEs |
scientific article; zbMATH DE number 5592114 |
Statements
Weak solutions and a Yamada–Watanabe theorem for FBSDEs (English)
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8 August 2009
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forward-backward stochastic differential equation
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weak solution
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Yamada-Watanabe theorem
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Girsanov theorem
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Burgers equation.
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0.91059315
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0.90727174
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0.9045879
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0.9003346
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0.89320534
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0.89023423
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0.8845791
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0.88415825
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