Adapted solutions of generalized BSDE with stochastic monotone coefficients

zbMATH Open1212.60110MaRDI QIDQ3571309FDOQ3571309

Authors: Zhenyun Xie, Ning-Mao Xia 

Publication date: 8 July 2010

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zbMATH Keywords

existence and uniquenessgeneralized backward stochastic differential equationstochastic monotone

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (4)

• Solution and reflected solutions of forward SDEs with generalized Wiener functional approach
• Solving BSDE with Adaptive Control Variate
• An adapted solution of a class of BSDE
• Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

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