On measure solutions of backward stochastic differential equations
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Publication:841478
DOI10.1016/j.spa.2009.02.003zbMath1181.60080arXiv0705.3788MaRDI QIDQ841478
Alexandre Popier, Stefan Ankirchner, Peter Imkeller
Publication date: 17 September 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.3788
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
60H20: Stochastic integral equations
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