Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561)

From MaRDI portal





scientific article; zbMATH DE number 5911488
Language Label Description Also known as
default for all languages
No label defined
    English
    Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
    scientific article; zbMATH DE number 5911488

      Statements

      Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (English)
      0 references
      0 references
      0 references
      22 June 2011
      0 references
      backward stochastic differential equation
      0 references
      uniformly continuous generator
      0 references
      Lipschitz generator
      0 references
      existence and uniqueness
      0 references

      Identifiers