Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059): Difference between revisions

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Property / author: Sheng-Jun Fan / rank
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Property / author
 
Property / author: Sheng-Jun Fan / rank
 
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Property / Mathematics Subject Classification ID: 60H10 / rank
 
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Property / zbMATH DE Number: 6227336 / rank
 
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backward stochastic differential equation
Property / zbMATH Keywords: backward stochastic differential equation / rank
 
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existence and uniqueness
Property / zbMATH Keywords: existence and uniqueness / rank
 
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weak monotonicity condition
Property / zbMATH Keywords: weak monotonicity condition / rank
 
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Property / zbMATH Keywords
 
general growth condition
Property / zbMATH Keywords: general growth condition / rank
 
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comparison theorem
Property / zbMATH Keywords: comparison theorem / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10114-013-2128-x / rank
 
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Property / OpenAlex ID: W1973036295 / rank
 
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Latest revision as of 01:09, 7 July 2024

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Multidimensional BSDEs with weak monotonicity and general growth generators
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    Multidimensional BSDEs with weak monotonicity and general growth generators (English)
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    15 November 2013
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    backward stochastic differential equation
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    existence and uniqueness
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    weak monotonicity condition
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    general growth condition
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    comparison theorem
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