Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2010.02.009 / rank
 
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Latest revision as of 21:44, 2 July 2024

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Finite and infinite time interval BSDEs with non-Lipschitz coefficients
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    Finite and infinite time interval BSDEs with non-Lipschitz coefficients (English)
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    28 May 2010
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    backward stochastic differential equation
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    infinite time interval
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    non-Lipschitz coefficients
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    Mao's condition
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    existence and uniqueness
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