Weak solutions of backward stochastic differential equations with continuous generator

DOI10.1016/j.spa.2013.09.011zbMath1314.60111arXiv1104.1192MaRDI 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 solutions; backward stochastic differential equations; Young measure; Skorokhod space; Jakubowski's topology; joint solution measure

Mathematics Subject Classification ID

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

Related Items

Existence of optimal controls for systems of controlled forward-backward doubly SDEs

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