Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
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Publication:1565878
DOI10.1016/S1631-073X(02)02542-6zbMath1017.60068MaRDI QIDQ1565878
Etienne Pardoux, Mohammed Hassani, Khaled Bahlali, El Hassan Es-Saky
Publication date: 27 May 2003
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02542-6
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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