The steepest descent method for forward-backward SDEs.
Cvitanić, Jakša ; Zhang, Jianfeng
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 1468-1495 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127173 
@article{05070618,
     title = {The steepest descent method for forward-backward SDEs.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {1468-1495},
     zbl = {1109.60056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070618}
}

Cvitanić, Jakša; Zhang, Jianfeng. The steepest descent method for forward-backward SDEs.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 1468-1495. http://gdmltest.u-ga.fr/item/05070618/