Backward stochastic differential equations with locally Lipschitz coefficient (Q2761878)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward stochastic differential equations with locally Lipschitz coefficient |
scientific article |
Statements
Backward stochastic differential equations with locally Lipschitz coefficient (English)
0 references
5 May 2003
0 references
existence
0 references
uniqueness
0 references
multi-dimensional backward stochastic differential equation
0 references