@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00743348v2> a dcat:Dataset ;
    dct:description """
              We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal value $Y_{T}$ of the solution $(Y,Z)$ is not fixed as a random variable, but only satisfies a weak constraint of the form $E[\\Psi(Y_{T})]\\ge m$, for some (possibly random) non-decreasing map $\\Psi$ and some threshold $m$. We name them \\textit{BSDEs with weak terminal condition} and obtain a representation of the minimal time $t$-values $Y_{t}$ such that $(Y,Z)$ is a supersolution of the BSDE with weak terminal condition. It provides a non-Markovian BSDE formulation of the PDE characterization obtained for Markovian stochastic target problems under controlled loss in Bouchard, Elie and Touzi \\cite{BoElTo09}. We then study the main properties of this minimal value. In particular, we analyze its continuity and convexity with respect to the $m$-parameter appearing in the weak terminal condition, and show how it can be related to a dual optimal control problem in Meyer form. These last properties generalize to a non Markovian framework previous results on quantile hedging and hedging under loss constraints obtained in F\\"{o}llmer and Leukert \\cite{FoLe99,FoLe00}, and in Bouchard, Elie and Touzi \\cite{BoElTo09}.
            """ ;
    dct:identifier "hal-00743348" ;
    dct:issued "2026-05-06T06:16:04.871162"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-06T06:16:04.871166"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "BSDEs with weak terminal condition" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00743348v2/resource/23a06ea4-816e-44e2-ba80-a62cdd260ee1> ;
    dcat:keyword "backward-stochastic-differential-equations",
        "infoeu-reposemanticsarticle",
        "journal-articles",
        "mathmath-ocmathematics-mathoptimization-and-control-mathoc",
        "mathmath-prmathematics-mathprobability-mathpr",
        "msc-classification-primary-60h10-93e20-secondary-49l20-91g80",
        "optimal-control",
        "stochastic-target" ;
    dcat:landingPage <ISSN:%200091-1798> .

<ISSN:%200091-1798> a foaf:Document .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00743348v2/resource/23a06ea4-816e-44e2-ba80-a62cdd260ee1> a dcat:Distribution ;
    dct:format "HTML" ;
    dct:issued "2026-05-06T06:16:04.887925"^^xsd:dateTime ;
    dct:modified "2026-05-06T06:16:04.861735"^^xsd:dateTime ;
    dct:title "BSDEs with weak terminal condition" ;
    dcat:accessURL <https://hal.science/hal-00743348> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .