Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient (Q1860594): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient |
scientific article |
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Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient (English)
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25 February 2003
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backward stochastic differential equations (BSDE)
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locally Lipschitz function
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