NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (Q3502915): Difference between revisions

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+MaRDI publication profile
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+Backward stochastic differential equations with oblique reflection and local Lipschitz drift
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+Backward stochastic differential equations with locally Lipschitz coefficient
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+Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
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+Backward stochastic differential equations and integral-partial differential equations
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+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
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+Backward stochastic differential equations with continuous coefficient
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+Adapted solution of a backward stochastic nonlinear Volterra integral equation
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+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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+Stochastic Volterra equations with anticipating coefficients
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+Volterra equations driven by semimartingales
@@ Property / cites work: Volterra equations driven by semimartingales / rank @@
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
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+https://doi.org/10.1142/s0219493707002128
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+W2102377044
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+Publication:3502915