Existence of a weak solution to a Markovian BSDE with discontinuous coefficients (Q6643461)

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scientific article; zbMATH DE number 7949491
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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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