Weak Solutions of Forward–Backward SDE's
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Publication:4804867
DOI10.1081/SAP-120020423zbMath1055.60055OpenAlexW1972646096MaRDI QIDQ4804867
Publication date: 28 April 2003
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-120020423
weak solutionbackward stochastic differential equationforward-backward stochastic differential equationYamada-Watanabe theorem
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