Backward stochastic differential equations with non-Lipschitz coefficients

DOI10.1016/j.spl.2009.03.003zbMath1172.60322OpenAlexW2018665086MaRDI QIDQ1030157

Ying Wang, Zhen Huang

Publication date: 1 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.003

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Unnamed Item