According to a thread on StackOverflow:
Most Markdown engines I've seen allow plain old HTML, just for situations like this where a generic text markup system just won't cut it. (The StackOverflow engine, for example.) They then run the entire output through an HTML whitelist filter, regardless, since even a Markdown-only document can easily contain XSS attacks. As such, if you or your users want to create _blank links, then they probably still can… If that's a feature you're going to be using often, it might make sense to create your own syntax, but it's generally not a vital feature. If I want to launch that link in a new window, I'll ctrl-click it myself, thanks.
Bottom line: if you want to open a link from any page on The Classic Yuppie in a separate tab in your browser, simply Control+Click (Command+Click for Mac users) on the link and you'll achieve this. See, wasn't that easy?