Weak existence and uniqueness for forward-backward SDEs
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Publication:860697
DOI10.1016/J.SPA.2006.05.002zbMATH Open1113.60059OpenAlexW2105863996MaRDI QIDQ860697FDOQ860697
Authors: 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
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Cited In (37)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality
- Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
- On the existence of solution to one–dimensional forward–backward sdes
- Martingale problems for some degenerate Kolmogorov equations
- Numerical simulation of quadratic BSDEs
- Weak solutions of backward stochastic differential equations with continuous generator
- Singular forward-backward stochastic differential equations and emissions derivatives
- An interpolated stochastic algorithm for quasi-linear PDEs
- Forward-backward SDEs with discontinuous coefficients
- On the solvability of forward-backward stochastic differential equations with absorption coefficients
- Weak existence and uniqueness for forward-backward SDEs
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
- Weak solutions for forward-backward SDEs-a martingale problem approach
- State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs
- On the parabolic equation for portfolio problems
- On a coupled SDE-PDE system modeling acid-mediated tumor invasion
- Selection of equilibria in a linear quadratic mean-field game
- Extended Mckean-Vlasov optimal stochastic control applied to smart grid management,
- Restoring uniqueness to mean-field games by randomizing the equilibria
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs
- A class of quadratic forward-backward stochastic differential equations
- Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
- Forward backward SDEs in weak formulation
- Forward-backward SDEs with distributional coefficients
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
- On well-posedness of forward-backward SDEs -- a unified approach
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations
- Weak Solutions of Forward–Backward SDE's
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Existence of a weak solution to a Markovian BSDE with discontinuous coefficients
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
- On Weak Solutions of Backward Stochastic Differential Equations
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs
- On weak solutions of forward-backward SDEs
- Singular FBSDEs and scalar conservation laws driven by diffusion processes
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