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arxiv: 1610.03719 · v1 · pith:OMNF5IVPnew · submitted 2016-10-12 · 🧮 math.PR

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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