Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

DOI10.1080/17442500701605528zbMath1154.60047MaRDI QIDQ3518567

Youssef Ouknine, Djibril Ndiaye

Publication date: 8 August 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500701605528

zbMATH Keywords

backward stochastic differential equations; minimal solution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H20: Stochastic integral equations

Related Items

BSDE driven by Poisson point processes with discontinuous coefficient

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