Multidimensional backward stochastic differential equations with rough drifts

DOI10.1090/tran/9237MaRDI QIDQ6653784

Jiahao Liang, Shanjian Tang

Publication date: 17 December 2024

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationsrough pathsrough PDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20) Rough partial differential equations (60L50)

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