Аннотация:
Consider a weak convergence in the Meyer–Zheng topology of solutions of a backward
stochastic equation in the form
$$
Y^\epsilon(t)=E\Big[g^\epsilon(X^\epsilon(T))+\int^T_tf^\epsilon(s, X^\epsilon(s), Y^\epsilon(s)ds\Big|F_t^{X^\epsilon})\Big]
$$
as $\epsilon>0$ for different classes of random processes $X^\epsilon(t)$ with the irregular dependence
on the parameter $\epsilon.$ The equations for the limit process are obtained.