Multivalued backward stochastic differential equations with continuous coefficients

DOI10.1515/ROSE.1997.5.1.59MaRDI QIDQ4344571zbMATH OpenOpenAlexFDO

Authors Modeste N'Zi, Youssef Ouknine

Publication date 17 July 1997

Published in rose (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1997.5.1.59

zbMATH Keywords

multivalued backward stochastic differential equation

Mathematics Subject Classification ID

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

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Cited in

(2)

• MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
• Multivalued stochastic integration and backward stochastic differential inclusions

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