BSDEs with polynomial growth generators

DOI10.1155/S1048953300000216zbMath0979.60046OpenAlexW2149557824MaRDI QIDQ1841229

Philippe Briand, René A. Carmona

Publication date: 17 February 2002

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49058

zbMATH Keywords

monotonicitybackward stochastic differential equationpolynomial generator

Mathematics Subject Classification ID

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

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