Singular FBSDEs and scalar conservation laws driven by diffusion processes
DOI10.1007/s00440-012-0459-7zbMath1284.60114arXiv1210.5776OpenAlexW2059786996MaRDI QIDQ377517
François Delarue, René A. Carmona
Publication date: 6 November 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5776
forward-backward stochastic differential equationhyperbolic partial differential equation\(CO_2\) emission marketpathological behavior of the solution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Cites Work
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