On the Continuity of Weak Solutions of Backward Stochastic Differential Equations

DOI10.1137/S0040585X9798292XzbMath1153.60032OpenAlexW1981673224MaRDI QIDQ3521333

Rainer Buckdahn, Hans-Jürgen Engelbert

Publication date: 21 August 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9798292x

zbMATH Keywords

strong solutionsweak solutionsbackward stochastic differential equationspathwise uniquenessuniqueness in lawcontinuity of solutionsdiscontinuity of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

Weak solutions of backward stochastic differential equations with continuous generator ⋮ On weak solutions of forward-backward SDEs ⋮ Backward stochastic dynamics on a filtered probability space ⋮ Existence of optimal controls for systems of controlled forward-backward doubly SDEs

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