Weak existence and uniqueness for forward–backward SDEs

By François Delarue, Giuseppina Guatteri. 2006

73 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/dfd5a4a54b8f6cd36266f57f06df3bfefa79e866

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. A. Rășcanu
2. 'Etienne Pardoux
3. Anatolii A. Puhalskii

In Finance

1. A. Rășcanu
2. 'Etienne Pardoux
3. Anatolii A. Puhalskii

In Modeling and Simulation

1. A. Rășcanu
2. 'Etienne Pardoux

Citations in the corpus

• Numerical simulation of quadratic BSDEs (2013, unknown): “H¨older; see [16, 39].”
• Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (2014, result): “We refer the reader to the papers of Delarue [22] and Delarue and Guatteri [23] for recent results on FBSDEs.”