scientific article; zbMATH DE number 1559285

MaRDI QIDQ4528468zbMATH OpenFDO

Authors Rong Situ, Aiting Zeng

Publication date 12 August 2001

zbMATH Keywords

adapted solutionbackward stochastic differential equationItô's formulaLipschitz conditionmartingale inequalitystopping time

Mathematics Subject Classification ID

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

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