scientific article; zbMATH DE number 1559289

zbMATH Open0966.60053MaRDI QIDQ4528472FDOQ4528472

Authors: Rong Situ, Aiting Zeng 

Publication date: 12 August 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stopping timebackward stochastic differential equationconvergence theoremnon-Lipschitz conditionItô's formula

Mathematics Subject Classification ID

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

Cited In (7)

• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
• Existence and uniqueness results for BSDE with jumps: the whole nine yards
• Forward-backward stochastic differential equations with stopping time
• Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limit behaviour of BSDE with jumps and with singular terminal condition

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