On a general result for backward stochastic differential equations

DOI10.1080/10451120290010923zbMath1013.60041OpenAlexW1964756807MaRDI QIDQ4799381

Youssef Ouknine, Mohammed Hassani

Publication date: 26 June 2003

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

Full work available at URL: https://doi.org/10.1080/10451120290010923

zbMATH Keywords

backward stochastic differential equationinfinite-dimensional martingale

Mathematics Subject Classification ID

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

Related Items (6)

Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator ⋮ \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps ⋮ Ong−evaluations with domains under jump filtration ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Existence, uniqueness and comparisons for BSDEs in general spaces ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

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