Articlebronze2003

Multidimensional backward stochastic differential equations with uniformly continuous coefficients

46 citations0/0 files storedBernoulli

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

In this paper we consider the problem of the existence of a solution for backward stochastic differential equations with uniformly continuous coefficients.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 46 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1991Continuous Martingales and Brownian Motion 1989Brownian Motion and Stochastic Calculus.2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth

Cited by

2007NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS 2018General mean-field BSDEs with continuous coefficients 2010One-dimensional BSDEs with finite and infinite time horizons 2015Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions 2015Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators 2013

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.