Existence and uniqueness for BSDE with stopping time

DOI10.1007/BF02883914zbMath0994.60063OpenAlexW2353758474MaRDI QIDQ5955846

Zeng-Jing Chen

Publication date: 18 February 2002

Published in: Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02883914

zbMATH Keywords

stopping timebackward stochastic differential equationadapted solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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Cites Work

• Adapted solution of a backward stochastic differential equation
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Unnamed Item

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