René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 447
Bahlali Kh., Kebiri O., Khelfallah N., Moussaoui H., “One Dimensional Bsdes With Logarithmic Growth Application to PDEs”, Stochastics, 89:6-7 (2017), 1061–1081
Gassous A.M., Rascanu A., Rotenstein E., “Multivalued Backward Stochastic Differential Equations With Oblique Subgradients”, Stoch. Process. Their Appl., 125:8 (2015), 3170–3195
Bahlali K., Essaky E., Hassani M., “Existence and Uniqueness of Multidimensional Bsdes and of Systems of Degenerate PDEs With Superlinear Growth Generator”, SIAM J. Math. Anal., 47:6 (2015), 4251–4288
Bouchemella N. de Fitte P.R., “Weak Solutions of Backward Stochastic Differential Equations with Continuous Generator”, Stoch. Process. Their Appl., 124:1 (2014), 927–960
Cruzeiro A.B., Gomes Andre de Oliveira, Zhang L., “Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations”, Stoch. Dyn., 14:3 (2014), 1450004
Kurtz T.G., “Weak and Strong Solutions of General Stochastic Models”, Electron. Commun. Probab., 19 (2014), 1–16
Kisielewicz M., “Existence of Strong Viable Solutions of Backward Stochastic Differential Inclusions”, Fixed Point Theory, 15:1 (2014), 99–116
Tao R., Wu Zh., Zhang Q., “Bsdes with Regime Switching: Weak Convergence and Applications”, J. Math. Anal. Appl., 407:1 (2013), 97–111
Yannacopoulos A.N., Frangos N.E., Karatzas I., “Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations”, SIAM J Math Anal, 43:1 (2011), 68–113
Ma J., Zhang J., “On weak solutions of forward-backward SDEs”, Probab Theory Related Fields, 151:3–4 (2011), 475–507
Liang G., Lyons T., Qian Zh., “Backward Stochastic Dynamics on a Filtered Probability Space”, Ann Probab, 39:4 (2011), 1422–1448
Erisova I.A., “Convergence of solutions of backward stochastic equations”, Ukrain. Math. J., 61:7 (2009), 1093–1112
Ma Jin, Zhang Jianfeng, Zheng Ziyu, “Weak solutions for forward-backward SDEs—a martingale problem approach”, Ann. Probab., 36:6 (2008), 2092–2125
Kisielewicz M., “Weak compactness of weak solutions to backward stochastic differential inclusions”, Dynam. Systems Appl., 17:2 (2008), 351–370
Sergey Ya. Makhno, Irina A. Yerisova, “Limit theorems for backward stochastic equations”, Theory Stoch. Process., 14(30):2 (2008), 93–107
R. Buckdahn, H.-J. Engelbert, “On the continuity of weak solutions of backward stochastic differential equations”, Теория вероятн. и ее примен., 52:1 (2007), 190–199 ; Theory Probab. Appl., 52:1 (2008), 152–160
Kurtz T.G., “The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities”, Electron. J. Probab., 12 (2007), 951–965
Kisielewicz M., “Backward stochastic differential inclusions”, Dynam. Systems Appl., 16:1 (2007), 121–139
K. Bahlali, B. Mezerdi, M. N'zi, Y. Ouknine, “Weak solutions and a Yamada–Watanabe theorem for FBSDEs”, Random Operators and Stochastic Equations, 15:3 (2007), 271