Backward stochastic differential equations with Young drift
classification
🧮 math.PR
keywords
differentialequationsbackwarddriftstochasticadditionalapplicationargument
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We prove via a direct fixpoint argument the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite $p$-variation with $p \in [1,2)$. An application to the Feynman-Kac representation of semilinear rough partial differential equations is given.
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