Multivalued backward stochastic differential equations with local lipschitz drift

DOI10.1080/17442509708834106MaRDI QIDQ4347779zbMATHOpenAlexFDO

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

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)

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Cited in

(5)

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

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