Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6227336 / rank | |||
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| Property / zbMATH Keywords | |||
backward stochastic differential equation | |||
| Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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existence and uniqueness | |||
| Property / zbMATH Keywords: existence and uniqueness / rank | |||
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weak monotonicity condition | |||
| Property / zbMATH Keywords: weak monotonicity condition / rank | |||
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general growth condition | |||
| Property / zbMATH Keywords: general growth condition / rank | |||
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comparison theorem | |||
| Property / zbMATH Keywords: comparison theorem / rank | |||
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Revision as of 11:46, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional BSDEs with weak monotonicity and general growth generators |
scientific article |
Statements
Multidimensional BSDEs with weak monotonicity and general growth generators (English)
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15 November 2013
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backward stochastic differential equation
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existence and uniqueness
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weak monotonicity condition
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general growth condition
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comparison theorem
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