Existence and uniqueness of solutions to a backward stochastic differential equation

MaRDI QIDQ4980925zbMATH OpenFDO

Authors Fengying Wei, Ke Wang, Wei Liu

Publication date 30 June 2014

zbMATH Keywords

backward stochastic differential equationCauchy sequencePicard iteration

Mathematics Subject Classification ID

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

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(9)

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• BSDEs with stochastic Lipschitz condition: a general result
• On certain class of backward differential equations by McShane type
• Backward-forward stochastic differential equations
• Backward stochastic differential equations in the plane
• scientific article; zbMATH DE number 1066313 (Why is no real title available?)
• scientific article; zbMATH DE number 5356197 (Why is no real title available?)
• On Weak Solutions of Backward Stochastic Differential Equations
• Fixed point technique for a class of backward stochastic differential equations

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