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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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5911488 / rank | |||
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backward stochastic differential equation | |||
| Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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uniformly continuous generator | |||
| Property / zbMATH Keywords: uniformly continuous generator / rank | |||
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Lipschitz generator | |||
| Property / zbMATH Keywords: Lipschitz generator / rank | |||
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existence and uniqueness | |||
| Property / zbMATH Keywords: existence and uniqueness / rank | |||
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Revision as of 12:20, 1 July 2023
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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