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For: Ma J, Zhang J. On weak solutions of forward–backward SDEs. Probab Theory Relat Fields 2010. [DOI: 10.1007/s00440-010-0305-8] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
Number Cited by Other Article(s)
1
Luo P, Menoukeu-Pamen O, Tangpi L. Strong solutions of forward–backward stochastic differential equations with measurable coefficients. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2021.10.012] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
2
Costantini C, Kurtz T. Viscosity methods giving uniqueness for martingale problems. ELECTRON J PROBAB 2015. [DOI: 10.1214/ejp.v20-3624] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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