Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)

DOI10.1016/j.crma.2009.10.023zbMath1193.60076OpenAlexW2065692975MaRDI QIDQ847111

Long Jiang, Sheng-Jun Fan

Publication date: 12 February 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.10.023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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