Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

DOI10.3150/bj/1065444816zbMath1048.60047MaRDI QIDQ1433465

Said Hamadène

Publication date: 18 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1065444816

zbMATH Keywords

backward stochastic differential equation; non Lipschitz assumptions

Mathematics Subject Classification ID

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

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