Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
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Publication:877723
DOI10.1016/J.SPA.2006.09.008zbMath1112.60048arXiv0704.0509OpenAlexW2027194213MaRDI QIDQ877723
Publication date: 3 May 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.0509
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations ⋮ Representation of functionals of Ito processes and their first exit times
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