Potential kernels associated with a filtration and forward-backward SDEs
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Publication:1288460
DOI10.1023/A:1008678927573zbMath0929.60053MaRDI QIDQ1288460
Publication date: 16 January 2000
Published in: Potential Analysis (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45)
Related Items (5)
Representation theorems for backward stochastic differential equations ⋮ Forward-backward stochastic differential equations with nonsmooth coefficients. ⋮ A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints ⋮ Fully coupled forward-backward stochastic differential equations on Markov chains ⋮ Ultrametric and tree potential
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