On the continuity of weak solutions of backward stochastic differential equations

Rainer Buckdahn; Ганс-Юрген Энгельберт; H. J. Engelbert

doi:10.4213/tvp15

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On the continuity of weak solutions of backward stochastic differential equations

Rainer Buckdahn Rainer Buckdahn Ганс-Юрген Энгельберт H. J. Engelbert

Year: 2007 Journal: Теория вероятностей и ее применения Vol: 52 (1)Pages: 190-199 Publisher: Mathematical Institute. V.A. Steklov Russian Academy of Sciences

DOI: 10.4213/tvp15

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Keywords:

Stochastic differential equation Mathematics Applied mathematics Mathematical analysis Differential equation Calculus (dental) Medicine

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

Differential Equations and Numerical Methods

Physical Sciences → Mathematics → Numerical Analysis

On the continuity of weak solutions of backward stochastic differential equations

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