Weak solutions of backward stochastic differential equations with continuous generator
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Publication:2434508
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
weak solutions; backward stochastic differential equations; Young measure; Skorokhod space; Jakubowski's topology; joint solution measure
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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