Recent developments show an increasing integration of concepts from rough and stochastic analysis. We focus on classes of backward stochastic differential equations (BSDEs) with less regularity than classical theory. This project explores BSDEs with hybrid dynamics, incorporating both stochastic and rough driving noises. We particularly emphasize the stability of such equations, including BSDEs with rough jump noise and hybrid rough stochastic forward processes. Moreover, the project examines the connection to semilinear singular PDEs.
DFG Programme
CRC/Transregios
