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
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Revision as of 09:05, 26 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)
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22 June 2011
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backward stochastic differential equation
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uniformly continuous generator
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Lipschitz generator
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existence and uniqueness
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