On a class of backward stochastic differential equations

zbMATH Open1223.93107MaRDI QIDQ3173976FDOQ3173976

Authors: Romeo Negrea, Ciprian Preda 

Publication date: 11 October 2011

Full work available at URL: http://online.watsci.org/abstract_pdf/2011v18/v18n4a-pdf/5.pdf

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zbMATH Keywords

global solutionsstability propertiesbackward stochastic differential equationsadapted solutionsnon-Lipschitz conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Cited In (19)

• Title not available (Why is that?)
• Some Results on Nonlinear Backward Stochastic Evolution Equations
• Title not available (Why is that?)
• On certain class of backward differential equations by McShane type
• A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET
• Existence and uniqueness of solutions to a backward stochastic differential equation
• Backward stochastic differential equations with constraints on the gains-process
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
• A study on a new class of backward stochastic differential equation
• Title not available (Why is that?)
• A study of backward stochastic differential equation on a Riemannian manifold
• A class of quadratic forward-backward stochastic differential equations
• An adapted solution of a class of BSDE
• A stability theorem for solutions of a class of backward stochastic differential equations
• A class of backward stochastic Bellman-Bihari's inequality and its applications
• Title not available (Why is that?)
• Stability of backward stochastic differential equations: the general Lipschitz case
• Open problems on backward stochastic differential equations
• Fixed point technique for a class of backward stochastic differential equations

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