One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) (Q880473): Difference between revisions
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| Property / author: Jean-Pierre Lepeltier / rank | |||
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| Property / author: Jaime San Martín / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / author: Jean-Pierre Lepeltier / rank | |||
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| Property / author: Jaime San Martín / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.3150/07-bej5004 / rank | |||
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| Property / OpenAlex ID: W2050481564 / rank | |||
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Latest revision as of 10:35, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) |
scientific article |
Statements
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) (English)
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15 May 2007
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The Pardoux-Peng nonlinear backward stochastic differential equations are extended to monotonic and/or non-Lipschitz coefficients.
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backward stochastic differential equations
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monotonic non-Lipschitz coefficient
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