Backward stochastic differential equations with distribution as terminal condition

DOI10.1515/ROSE.1997.5.4.349MaRDI QIDQ4396201zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

backward stochastic differential equationgeneralized Wiener functionaldistribution as terminal condition

Mathematics Subject Classification ID

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

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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

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