Adapted solution of a backward semi-linear stochastic evolution equation with non-Lipschitz coefficients

MaRDI QIDQ3641596zbMATH OpenFDO

Authors Ying Wang, Zhen Huang

Publication date 11 November 2009

zbMATH Keywords

adapted solutionbackward semi-linear stochastic equationexistence and uniqueness

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2061186
• Adapted solution of a backward semilinear stochastic evolution equation
• Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• On stochastic evolution equations with non-Lipschitz coefficients

Cited in

(4)

• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• On stochastic evolution equations with non-Lipschitz coefficients
• Adapted solution of a backward semilinear stochastic evolution equation
• scientific article; zbMATH DE number 2061186 (Why is no real title available?)

This page was built for publication: Adapted solution of a backward semi-linear stochastic evolution equation with non-Lipschitz coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3641596)