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Backward stochastic differential equations with non-Lipschitz coefficients
4 references·1 citing·15 second hop
Backward stochastic differential equations with non-Lipschitz coefficients (2009)Backward stochastic differential equation…Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Backward stochastic different…Backward stochastic differential equations with continuous coefficient (1997)Backward stochastic different…Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients (1995)Adapted solutions of backward…Adapted solution of a backward stochastic differential equation (1990)Adapted solution of a backwar…BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients (2019)BSDEs driven by two mutually …Backward Stochastic Differential Equations in Finance (1997)Nonlinear Expectations, Nonlinear Evaluations and Risk Measures (2004)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Utility maximization in incomplete markets (2005)BSDE with quadratic growth and unbounded terminal value (2006)Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (1991)On solutions of backward stochastic differential equations with jumps and applications (1997)Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient (2002)Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (2005)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Brownian Motion and Stochastic Calculus (2007)Stochastic Analysis of the Fractional Brownian Motion (1999)ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1 (2012)Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order (1998)Quadratic BSDEs with convex generators and unbounded terminal conditions (2007)
this work references cited by second hop

References

  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
  • 1997Backward stochastic differential equations with continuous coefficient354 cited
  • 1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients203 cited

Cited by

  • 2019BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients28 cited

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