Weak solutions and a Yamada–Watanabe theorem for FBSDEs
DOI10.1515/rose.2007.016zbMath1199.60199OpenAlexW2043864925MaRDI QIDQ5324841
Youssef Ouknine, Brahim Mezerdi, Khaled Bahlali, Modeste N'zi
Publication date: 8 August 2009
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2007.016
weak solutionGirsanov theoremforward-backward stochastic differential equationYamada-Watanabe theoremBurgers equation.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)
Related Items (6)
Cites Work
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