Weak solutions for forward-backward SDEs-a martingale problem approach

DOI10.1214/08-AOP0383zbMath1154.60045arXiv0901.2790OpenAlexW2080830848MaRDI QIDQ2519677

Jianfeng Zhang, Ziyu Zheng, Jin Ma

Publication date: 27 January 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2790

zbMATH Keywords

uniquenessweak solutionsviscosity solutionsmartingale problemsforward-backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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