Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient (Q1860594)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
scientific article

    Statements

    Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient (English)
    0 references
    0 references
    25 February 2003
    0 references
    0 references
    backward stochastic differential equations (BSDE)
    0 references
    locally Lipschitz function
    0 references
    0 references