scientific article; zbMATH DE number 1563760

MaRDI QIDQ4528681zbMATH OpenFDO

Authors Shaofu Zhou, Xiangjun Wang

Publication date 3 December 2001

zbMATH Keywords

backward stochastic differential equationstochastic differential utility

Mathematics Subject Classification ID

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

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Cited in

(5)

• Differentiability, comparative statics, and non-expected utility preference
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• A generalized stochastic differential utility driven by G-Brownian motion
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness
• Stochastic inequalities based on Cobb-Douglas utility functions

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