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

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scientific article; zbMATH DE number 5911488
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    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

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