Multivalued backward stochastic differential equations with local lipschitz drift

DOI10.1080/17442509708834106zbMATH Open0883.60055OpenAlexW2130255534MaRDI QIDQ4347779FDOQ4347779

Authors: Modeste N'Zi 

Publication date: 4 March 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834106

Recommendations

• Multivalued backward stochastic differential equations with local Lipschitz drift
• Backward stochastic differential equations with oblique reflection and local Lipschitz drift
• Backward stochastic differential equations: The locally Lipschitz case
• Backward stochastic differential equations with locally Lipschitz coefficient
• Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift
• Backward stochastic differential equations driven by continuous local martingale under non-Lipschitz condition
• scientific article; zbMATH DE number 6324542

zbMATH Keywords

backward stochastic differential equationsmaximal monotone operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited In (5)

• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
• Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
• \(L^p\)-variational solutions of multivalued backward stochastic differential equations
• Backward stochastic differential equations with locally Lipschitz coefficient

This page was built for publication: Multivalued backward stochastic differential equations with local lipschitz drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4347779)