Weak existence and uniqueness for forward-backward SDEs

DOI10.1016/j.spa.2006.05.002zbMath1113.60059OpenAlexW2105863996MaRDI QIDQ860697

François Delarue, Giuseppina Guatteri

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.002

zbMATH Keywords

gradient estimatesquasi-linear PDEsSchauder's estimatesFBSDEsCalderón and Zygmund estimatesweak existence and uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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