On the Continuity of Weak Solutions of Backward Stochastic Differential Equations

DOI10.1137/S0040585X9798292XMaRDI QIDQ3521333zbMATH OpenOpenAlexFDO

Authors Rainer Buckdahn, H.-J. 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

backward stochastic differential equationscontinuity of solutionsdiscontinuity of solutionspathwise uniquenessstrong solutionsuniqueness in lawweak solutions

Mathematics Subject Classification ID

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

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• Weak solutions of backward stochastic differential equations with continuous generator
• A backward stochastic differential equation with a unique weak solution without a strong solution
• scientific article; zbMATH DE number 5363951 (Why is no real title available?)
• A Backward Stochastic Differential Equation without Strong Solution
• On Weak Solutions of Backward Stochastic Differential Equations
• Uniqueness problem for the backward differential equation of a continuous-state branching process
• On weak solutions of forward-backward SDEs
• Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs
• Backward stochastic dynamics on a filtered probability space
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs

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