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ArticleBackward stochastic differential equations with non-Lipschitz coefficients

Ying Wang2009

Article2009

Backward stochastic differential equations with non-Lipschitz coefficients

Ying Wang · Huang Zhen

52 citations·0/0 files stored·Statistics & Probability Letters

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 2000Backward stochastic differential equations and partial differential equations with quadratic growth 1997Backward stochastic differential equations with continuous coefficient 1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

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2019BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients

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Year2009

Typearticle

Published2009-03-13

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations52

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spl.2009.03.003

openalex_workW2018665086

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