On weak solutions of backward stochastic differential equations

Theory of Probability and its Applications

Volumn 49, Issue 1, 2005, Pages 16-50

  Buckdahn, R ^a   Engelbert, H J ^b   Rascanu A ^c  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

^c ALEXANDRU IOAN CUZA UNIVERSITY OF IASI   (Romania)

Author keywords

Backward stochastic differential equation; Meyer Zheng topology; Pathwise uniqueness; Strong solution; Tsirelson's example; Uniqueness in law; Weak convergence; Weak solution

Indexed keywords

EID: 17544369795     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97980877     Document Type: Article

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