Weak existence and uniqueness for forward-backward SDEs

Stochastic Processes and their Applications

Volumn 116, Issue 12, 2006, Pages 1712-1742

  Delarue, F ^a   Guatteri, G ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b POLITECNICO DI MILANO   (Italy)

Author keywords

Calder n and Zygmund estimates; FBSDEs; Gradient estimates; Quasi linear PDEs; Schauder's estimates; Weak existence and uniqueness

Indexed keywords

DIFFUSION; MATRIX ALGEBRA; PARAMETER ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS; QUADRATIC PROGRAMMING;

CALDERÓN AND ZYGMUND ESTIMATES; GRADIENT ESTIMATES; QUASI-LINEAR PDE; SCHAUDER'S ESTIMATES; UNIQUENESS; WEAK EXISTENCE;

RANDOM PROCESSES;

EID: 33750631031     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.05.002     Document Type: Article

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