On weak solutions of forward-backward SDEs (Q662818)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak solutions of forward-backward SDEs |
scientific article |
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
