Delarue, F.; Guatteri, G. - In: Stochastic Processes and their Applications 116 (2006) 12, pp. 1712-1742
We aim to establish the existence and uniqueness of weak solutions to a suitable class of non-degenerate deterministic FBSDEs with a one-dimensional backward component. The classical Lipschitz framework is partially weakened: the diffusion matrix and the final condition are assumed to be space...