Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite and infinite time interval BSDEs with non-Lipschitz coefficients |
scientific article |
Statements
Finite and infinite time interval BSDEs with non-Lipschitz coefficients (English)
0 references
28 May 2010
0 references
backward stochastic differential equation
0 references
infinite time interval
0 references
non-Lipschitz coefficients
0 references
Mao's condition
0 references
existence and uniqueness
0 references
