Backward stochastic differential equations with continuous coefficient

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DOI10.1016/S0167-7152(96)00103-4zbMath0904.60042OpenAlexW2070504031MaRDI QIDQ1380556

Jean-Pierre Lepeltier, Jaime San Martín

Publication date: 1 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00103-4

zbMATH Keywords

backward stochastic differential equations

Mathematics Subject Classification ID

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

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