Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561)
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scientific article; zbMATH DE number 6036292
Language | Label | Description | Also known as |
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English | Anticipated backward stochastic differential equations with non-Lipschitz coefficients |
scientific article; zbMATH DE number 6036292 |
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Anticipated backward stochastic differential equations with non-Lipschitz coefficients (English)
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18 May 2012
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anticipated backward stochastic differential equations
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non-Lipschitz
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comparison theorem
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