One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
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Publication:880473
DOI10.3150/07-BEJ5004zbMath1129.60057OpenAlexW2050481564MaRDI QIDQ880473
Philippe Briand, Jean-Pierre Lepeltier, Jaime San Martín
Publication date: 15 May 2007
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/07-bej5004
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