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Forward-backward SDEs with discontinuous coefficients - MaRDI portal

Forward-backward SDEs with discontinuous coefficients (Q4639169)

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scientific article; zbMATH DE number 6865974
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English
Forward-backward SDEs with discontinuous coefficients
scientific article; zbMATH DE number 6865974

    Statements

    title
    Forward-backward SDEs with discontinuous coefficients (English)
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    publication date
    3 May 2018
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    zbMATH Keywords
    forward-backward SDEs
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    decoupling function
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    discontinuous coefficients
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    distribution solution
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    weak solution
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    Krylov estimates
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    strong solution
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    cites work
    Q3996259
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    Q4453266
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    Q5520962
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    Q4716216
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    Q3862204
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    Q5573634
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H30
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    35K58
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    91G30
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    zbMATH DE Number
    6865974
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    OpenAlex ID
    W2774624146
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