Existence of a weak solution to a Markovian BSDE with discontinuous coefficients

DOI10.1515/rose-2024-2025MaRDI QIDQ6643461

Abouo Elouaflin, Abdallah Roubi

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

weak solutionbackward stochastic differential equationdiffusion coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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