Weak solutions of forward-backward SDE's

Stochastic Analysis and Applications

Volumn 21, Issue 3, 2003, Pages 493-514

  Antonelli, Fabio ^a   Ma, Jin ^b  

^a UNIVERSITY OF L'AQUILA   (Italy)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Backward SDE's; Backward forward SDE's; Weak solutions

Indexed keywords

EID: 0038521393     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120020423     Document Type: Article

References (22)

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