Weak solutions of backward stochastic differential equations with continuous generator

Nadira Bouchemella, Paul Raynaud De Fitte

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=ξ+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensio…