Weak Solutions of Forward–Backward SDE's

By Fabio Antonelli, Jin Ma. 2003

47 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f53d5382e35ec73d057f502799ea066d46f8871b

How researchers see this paper

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

In Finance

1. Thomas G. Kurtz
2. Michael Röckner
3. Martin Hairer
4. Daniel Bartl
5. Mathias Beiglbock
6. Zdzisław Brzeźniak
7. Andrew M. Stuart
8. R. Lassalle

In Management Science and Operations Research

1. Thomas G. Kurtz

Citations in the corpus

• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities (2007, background): “The issues addressed in these results arise naturally for any stochastic equation and extensions to other settings occur frequently in the literature (1; 12; 13; 18; 21).”