On a class of backward stochastic differential equations

zbMATH Open1223.93107MaRDI QIDQ3173976FDOQ3173976

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

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 (13)

• Title not available (Why is that?)
• Some Results on Nonlinear Backward Stochastic Evolution Equations
• Title not available (Why is that?)
• A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET
• 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
• Title not available (Why is that?)
• Stability of backward stochastic differential equations: the general Lipschitz case
• Open problems on backward stochastic differential equations

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