Backward stochastic differential equations with locally Lipschitz coefficient

DOI10.1016/S0764-4442(01)02063-8zbMath1010.60052MaRDI QIDQ2761878

Khaled Bahlali

Publication date: 5 May 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

existence; uniqueness; multi-dimensional backward stochastic differential equation

Mathematics Subject Classification ID

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

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