Minimal solution of BSDEs driven by continuous local martingales under non-Lipschitz condition (Q2938690)
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scientific article; zbMATH DE number 6386768
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| English | Minimal solution of BSDEs driven by continuous local martingales under non-Lipschitz condition |
scientific article; zbMATH DE number 6386768 |
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14 January 2015
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backward stochastic differential equations
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continuous local martingale
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existence of the minimal solution
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0.8864622712135315
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0.8799785375595093
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0.876752495765686
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0.8727803826332092
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