An existence result in the control of forward backward stochastic differential equations

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DC Field	Value	Language
dc.contributor.author	Brahim Mezerdi	-
dc.date.accessioned	2014-04-18T16:37:19Z	-
dc.date.available	2014-04-18T16:37:19Z	-
dc.date.issued	2014-04-18	-
dc.identifier.uri	http://archives.univ-biskra.dz/handle/123456789/2365	-
dc.identifier.uri	http://pinguim.uma.pt/Investigacao/Ccm/icsaa11/page7/page7.html	-
dc.description.abstract	Abstract: We prove the existence of optimal relaxed controls as well as strict optimal controls for systems governed by non linear forward-backward stochastic differential equa¬tions (FBSDEs). Our approach is based on weak convergence techniques for the associated FBSDEs in the Jakubowski S-topology and a suitable Skorokhod representation theorem. Link : http://pinguim.uma.pt/Investigacao/Ccm/icsaa11/page7/page7.html	en_US
dc.language.iso	en	en_US
dc.title	An existence result in the control of forward backward stochastic differential equations	en_US
dc.type	Article	en_US
Appears in Collections:	Communications Internationales

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