Multivalued backward stochastic differential equations with continuous coefficients

DOI10.1515/ROSE.1997.5.1.59zbMATH Open0874.60053OpenAlexW2037183652MaRDI QIDQ4344571FDOQ4344571

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

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zbMATH Keywords

multivalued backward stochastic differential equation

Mathematics Subject Classification ID

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

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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