Existence and uniqueness of solutions to a backward stochastic differential equation

zbMATH Open1299.60071MaRDI QIDQ4980925FDOQ4980925

Authors: Fengying Wei, Ke Wang, Wei Liu 

Publication date: 30 June 2014

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zbMATH Keywords

backward stochastic differential equationCauchy sequencePicard iteration

Mathematics Subject Classification ID

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

Cited In (9)

• Title not available (Why is that?)
• BSDEs with stochastic Lipschitz condition: a general result
• On certain class of backward differential equations by McShane type
• Backward-forward stochastic differential equations
• Title not available (Why is that?)
• Backward stochastic differential equations in the plane
• Title not available (Why is that?)
• On Weak Solutions of Backward Stochastic Differential Equations
• Fixed point technique for a class of backward stochastic differential equations

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