Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
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Publication:545561
DOI10.1007/s12190-010-0384-9zbMath1218.60048OpenAlexW2074556191WikidataQ115377232 ScholiaQ115377232MaRDI QIDQ545561
Publication date: 22 June 2011
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-010-0384-9
existence and uniquenessbackward stochastic differential equationLipschitz generatoruniformly continuous generator
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