The uniqueness of solutions of perturbed backward stochastic differential equations

DOI10.1016/j.jmaa.2004.04.001zbMath1067.60039OpenAlexW2043692529MaRDI QIDQ1765781

Gh. Constantin

Publication date: 23 February 2005

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.04.001

Mathematics Subject Classification ID

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

Related Items (1)

Abstract semilinear stochastic Itô-Volterra integrodifferential equations

Cites Work

• Adapted solution of a backward stochastic differential equation
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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