Weak solutions and a Yamada–Watanabe theorem for FBSDEs
Author:
Publisher
Walter de Gruyter GmbH
Subject
Statistics and Probability,Analysis
Link
https://www.degruyter.com/document/doi/10.1515/rose.2007.016/pdf
Reference14 articles.
1. Backward-Forward Stochastic Differential Equations
2. Weak Solutions of Forward–Backward SDE's
3. On Weak Solutions of Backward Stochastic Differential Equations
4. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
5. Weak existence and uniqueness for forward–backward SDEs
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