Existence of a weak solution to a Markovian BSDE with discontinuous coefficients (Q6643461)
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scientific article; zbMATH DE number 7949491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of a weak solution to a Markovian BSDE with discontinuous coefficients |
scientific article; zbMATH DE number 7949491 |
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Existence of a weak solution to a Markovian BSDE with discontinuous coefficients (English)
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26 November 2024
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backward stochastic differential equation
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weak solution
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diffusion coefficient
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