A framework of BSDEs with stochastic Lipschitz coefficients
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Cites work
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- Numerical computation for backward doubly SDEs with random terminal time
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Cited in
(6)- Stochastic Bihari inequality and applications to BSDE
- A general comparison theorem for reflected BSDEs
- \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
- BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
- Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
- Reflected BSEs, reflected BSDEs and fixed-point problems
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