Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s12190-010-0384-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2074556191 / rank | |||
Normal rank | |||
Revision as of 20:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) |
scientific article |
Statements
Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (English)
0 references
22 June 2011
0 references
backward stochastic differential equation
0 references
uniformly continuous generator
0 references
Lipschitz generator
0 references
existence and uniqueness
0 references
