On weak solutions of forward-backward SDEs (Q662818)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6005988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On weak solutions of forward-backward SDEs |
scientific article; zbMATH DE number 6005988 |
Statements
On weak solutions of forward-backward SDEs (English)
0 references
13 February 2012
0 references
forward-backward stochastic differential equations
0 references
weak solution
0 references
forward-backward martingale problems
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9215297102928162
0 references
0.8951790928840637
0 references
0.8947861194610596
0 references
0.8916670680046082
0 references
0.8752793669700623
0 references
