Weak solutions of backward stochastic differential equations with continuous generator

DOI10.1016/j.spa.2013.09.011zbMath1314.60111arXiv1104.1192OpenAlexW2090840897MaRDI QIDQ2434508

Nadira Bouchemella, Paul Raynaud de Fitte

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1192

zbMATH Keywords

weak solutionsbackward stochastic differential equationsYoung measureSkorokhod spaceJakubowski's topologyjoint solution measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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