Fixed point technique for a class of backward stochastic differential equations

DOI10.22436/JNSA.006.01.07MaRDI QIDQ2876431zbMATH OpenOpenAlexFDO

Authors Romeo Negrea, Ciprian Preda

Publication date 19 August 2014

Published in Journal of Nonlinear Science and Applications (Search for Journal in Brave)

Full work available at URL http://www.tjnsa.com/includes/files/articles/Vol6_Iss1_41--50_Fixed_point_technique_for_a_class_o.pdf

zbMATH Keywords

adapted solutionsbackward stochastic differential equationsglobal solutionsnon-Lipschitz conditionspathwise uniquenessSchauder's fixed point theorem

Mathematics Subject Classification ID

Applications of operator theory to differential and integral equations (47N20) Applications of operator theory in probability theory and statistics (47N30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cited in

(6)

• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
• On a class of backward stochastic differential equations
• An applications of Schauder's fixed point theorem to backward stochastic differential equations
• On certain class of backward differential equations by McShane type
• BSE's, BSDE's and fixed-point problems
• On the averaging principle for stochastic delay differential equations with jumps

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