Weak solutions for forward-backward SDES-A martingale problem approach

Annals of Probability

Volumn 36, Issue 6, 2008, Pages 2092-2125

  Jin, Ma ^a   Jianfeng, Zhang ^a   Ziyu, Zheng ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

Forward backward stochastic differential equations; Martingale problems; Uniqueness; Viscosity solutions; Weak solutions

Indexed keywords

EID: 61849083018     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOP0383     Document Type: Article

References (26)

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