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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Latest revision as of 11:35, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
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| English | One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) |
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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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