Forward–backward SDEs with distributional coefficients

Author:

Issoglio ElenaORCID,Jing Shuai

Funder

NSFC

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference33 articles.

1. Backward-forward stochastic differential equations;Antonelli;Ann. Appl. Probab.,1993

2. Weak solutions of Forward-Backward SDE’s;Antonelli;Stoch. Anal. Appl.,2003

3. Weak solutions for SPDEs and backward doubly stochastic differential equations;Bally;J. Theoret. Probab.,2001

4. Convergence of Probability Measures;Billingsley,1999

5. On weak solutions of backward stochastic differential equations;Buckdahn;Teor. Veroyatn. Primen.,2004

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