Anticipated backward stochastic differential equations with non-Lipschitz coefficients
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Publication:5891561
DOI10.1016/j.spl.2011.12.008zbMath1242.60058MaRDI QIDQ5891561
No author found.
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.008
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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