On Weak Solutions of Backward Stochastic Differential Equations

DOI10.1137/S0040585X97980877zbMath1095.60019OpenAlexW2016375178MaRDI QIDQ5700614

Rainer Buckdahn, Aurel Răşcanu, Hans-Jürgen Engelbert

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97980877

zbMATH Keywords

weak convergencestrong solutionpathwise uniquenessMeyer-Zheng topologyuniqueness in lawTsirelson's example

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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