Backward stochastic differential equations in the plane

DOI10.1023/A:1014878129265zbMATH Open0999.60053OpenAlexW99525417MaRDI QIDQ1611265FDOQ1611265

Authors: N. Lanjri Zaïdi, David Nualart 

Publication date: 21 August 2002

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014878129265

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zbMATH Keywords

backward stochastic differential equationtwo-parameter Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (5)

• Title not available (Why is that?)
• BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
• Adapted solution of a backward stochastic differential equation
• Infinite interval backward stochastic differential equations in the plane
• On the existence or non-existence of solutions for certain backward stochastic differential equations

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