Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Weak martingale representation for continuous Markov processes and
  application to quadratic growth BSDEs   In this paper we prove that every random variable of the form $F(M_T)$ with
$F:\real^d \to\real$ a Borelian map and $M$ a $d$-dimensional continuous Markov
martingale with respect to a Markov filtration $\mathcal{F}$ admits an exact
integral representation with respect to $M$, that is, without any orthogonal
component. This representation holds true regardless any regularity assumption
on $F$. We extend this result to Markovian quadratic growth BSDEs driven by $M$
and show they can be solved without an orthogonal component. To this end, we
extend first existence results for such BSDEs under a general filtration and
then obtain regularity properties such as differentiability for the solution
process.

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The categories of this paper are: math-ph
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The categories of this paper are: dg-ga
18
The categories of this paper are: econ
28
The categories of this paper are: alg-geom
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
33
The categories of this paper are: plasm-ph
9
The categories of this paper are: nlin
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
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The categories of this paper are: chem-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: ao-sci
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The categories of this paper are: eess
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The categories of this paper are: stat