Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
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Publication:1860594
DOI10.1214/ECP.v7-1058zbMath1008.60075MaRDI QIDQ1860594
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122492
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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