One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) (Q880473): 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/10.3150/07-bej5004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2050481564 / rank | |||
Normal rank |
Latest revision as of 11:35, 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)
0 references
15 May 2007
0 references
The Pardoux-Peng nonlinear backward stochastic differential equations are extended to monotonic and/or non-Lipschitz coefficients.
0 references
backward stochastic differential equations
0 references
monotonic non-Lipschitz coefficient
0 references