Path regularity for solutions of backward stochastic differential equations

DOI10.1007/s004400100144zbMath1014.60060OpenAlexW1977946148MaRDI QIDQ1601801

Jin Ma, Jianfeng Zhang

Publication date: 27 June 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400100144

zbMATH Keywords

backward stochastic differential equationsMeyer-Zheng topologypath regularityadapted solutionspseudo-paths

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)

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