Add to ORKG28 Janvier 2005International audienceWe establish the existence and uniqueness of weak solutions to a suitable class of non-degenerate FBSDEs with a one-dimensional backward component. The classical Lipschitz framework is weakened: the diffusion matrix and the final condition are space Holder continuous whereas the drift and the backward driver may be discontinuous in x. The growth of the backward driver is also allowed to be at most quadratic with respect to the gradient term
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
AbstractWe aim to establish the existence and uniqueness of weak solutions to a suitable class of no...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
In this note we study a class of forward–backward stochastic differential equations (FBSDE for short...
Abstract. In this paper we investigate the wellposedness of a class of Forward-Backward SDEs. Compar...
Tese de mestrado em Matemática, apresentada à Universidade de Lisboa, através da Faculdade de Ciênci...
The theory of backward SDEs extends the predictable representation property of Brownian motion to th...
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
AbstractWe aim to establish the existence and uniqueness of weak solutions to a suitable class of no...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
In this note we study a class of forward–backward stochastic differential equations (FBSDE for short...
Abstract. In this paper we investigate the wellposedness of a class of Forward-Backward SDEs. Compar...
Tese de mestrado em Matemática, apresentada à Universidade de Lisboa, através da Faculdade de Ciênci...
The theory of backward SDEs extends the predictable representation property of Brownian motion to th...
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon bac...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...