Backward stochastic differential equations with distribution as terminal condition

DOI10.1515/ROSE.1997.5.4.349zbMATH Open0894.60046OpenAlexW2010129951MaRDI QIDQ4396201FDOQ4396201

Authors: M. Erraoui, Youssef Ouknine, A. Sbi 

Publication date: 14 June 1998

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1997.5.4.349

Recommendations

• Reflected solutions of backward stochastic differential equations with distribution as terminal condition
• Backward stochastic differential equations in the plane
• On the existence or non-existence of solutions for certain backward stochastic differential equations

zbMATH Keywords

backward stochastic differential equationgeneralized Wiener functionaldistribution as terminal condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cited In (4)

• On the existence or non-existence of solutions for certain backward stochastic differential equations
• Asymptotic approach for backward stochastic differential equation with singular terminal condition
• Forward-backward SDEs with distributional coefficients
• Backward stochastic differential equations with singular terminal condition

This page was built for publication: Backward stochastic differential equations with distribution as terminal condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4396201)