Weak solutions and a Yamada-Watanabe theorem for FBSDEs

Random Operators and Stochastic Equations

Volumn 15, Issue 3, 2007, Pages 271-285

  Bahlali, K ^a   Mezerdi, B ^b   N'zi, M ^c   Ouknine, Y ^d  

^a UVT   (France)

^b UNIVERSITY OF BISKRA   (Algeria)

^c UFR de Math ematiques et Informatique   (Côte d’Ivoire)

^d FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Burgers equation; Forward backward stochastic differential equation; Girsanov theorem; Weak solution; Yamada Watanabe theorem

Indexed keywords

EID: 84868005526     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: 10.1515/ROSE.2007.016     Document Type: Article

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