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Weak Solutions of Forward–Backward SDE's - MaRDI portal

Weak Solutions of Forward–Backward SDE's (Q4804867)

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scientific article; zbMATH DE number 1903051
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English
Weak Solutions of Forward–Backward SDE's
scientific article; zbMATH DE number 1903051

    Statements

    title
    Weak Solutions of Forward–Backward SDE's (English)
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    DOI
    10.1081/SAP-120020423
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    author
    Fabio Antonelli
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    Jin Ma
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    publication date
    28 April 2003
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    zbMATH DE Number
    1903051
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    zbMATH Keywords
    forward-backward stochastic differential equation
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    backward stochastic differential equation
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    weak solution
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    Yamada-Watanabe theorem
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    OpenAlex ID
    W1972646096
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