On the Continuity of Weak Solutions of Backward Stochastic Differential Equations
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Publication:3521333
DOI10.1137/S0040585X9798292XzbMath1153.60032MaRDI 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
strong solutions; weak solutions; backward stochastic differential equations; pathwise uniqueness; uniqueness in law; continuity of solutions; discontinuity of solutions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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