Solvability of backward stochastic differential equations with quadratic growth
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Publication:2476890
DOI10.1016/j.spa.2007.05.009zbMath1175.60064arXivmath/0703484OpenAlexW2126831439MaRDI QIDQ2476890
Publication date: 12 March 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0703484
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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