Well-posedness of backward stochastic differential equations with general filtration

DOI10.1016/j.jde.2013.01.010zbMath1268.60087arXiv1010.0026OpenAlexW2010754343MaRDI QIDQ1945854

Qi Lü, Zhang, X.

Publication date: 17 April 2013

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0026

zbMATH Keywords

filtrationcomparison theorembackward stochastic differential equationsstochastic maximum principletransposition solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Numerical methods for ill-posed problems for boundary value problems involving PDEs (65N20)

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