NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
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Publication:3502915
DOI10.1142/S0219493707002128zbMath1203.60094OpenAlexW2102377044MaRDI QIDQ3502915
Publication date: 20 May 2008
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493707002128
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)
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Cites Work
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- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with oblique reflection and local Lipschitz drift
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Stochastic Volterra equations with anticipating coefficients
- Backward stochastic differential equations with locally Lipschitz coefficient
- Backward stochastic differential equations and integral-partial differential equations
- NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Adapted solution of a backward stochastic nonlinear Volterra integral equation
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