The solutions of BSDEs driven by continuous semi-martingales under non-Lipschitz conditions (Q3461406)
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scientific article; zbMATH DE number 6531992
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| English | The solutions of BSDEs driven by continuous semi-martingales under non-Lipschitz conditions |
scientific article; zbMATH DE number 6531992 |
Statements
15 January 2016
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backward stochastic differential equations
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continuous semi-martingale
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non-Lipschitz coefficients
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existence
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uniqueness
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0.9338186383247375
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0.8924768567085266
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0.8857563138008118
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