Found 15 Documents (Results 1–15)
Forward-backward stochastic differential equations: initiation, development and beyond. (English) Zbl 1515.60227
Propagation of chaos of forward-backward stochastic differential equations with graphon interactions. (English) Zbl 1520.91047
A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators. (English) Zbl 1492.93200
Strong solutions of forward-backward stochastic differential equations with measurable coefficients. (English) Zbl 1494.60066
Reviewer: David Prömel (Mannheim)
A global stochastic maximum principle for fully coupled forward-backward stochastic systems. (English) Zbl 1403.93197
On viscosity solutions of path dependent PDEs. (English) Zbl 1320.35154
Reviewer: Dora Seleši (Novi Sad)
Weak solutions of backward stochastic differential equations with continuous generator. (English) Zbl 1314.60111
MSC:
60H10
Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach. (English) Zbl 1286.60071
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