Infinite time interval RBSDEs with non-Lipschitz coefficients
From MaRDI portal
Publication:2512588
DOI10.1016/j.jkss.2012.08.005zbMath1294.60083OpenAlexW2080228499MaRDI QIDQ2512588
Weiwei Hua, Xuejun Shi, Long Jiang
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.08.005
Related Items (1)
Cites Work
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients
- Backward stochastic differential equations with non-Lipschitz coefficients
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Reflected solutions of backward stochastic differential equations with continuous coefficient
- Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
- Unnamed Item
- Unnamed Item
This page was built for publication: Infinite time interval RBSDEs with non-Lipschitz coefficients