Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474)
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scientific article; zbMATH DE number 7553623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition |
scientific article; zbMATH DE number 7553623 |
Statements
Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (English)
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5 July 2022
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stochastic integral equations
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stochastic differential equations
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non-Lipschitz conditions
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optional semimartingales
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ladlag processes
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comparison theorem
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Gronwall lemma
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Picard approximation
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stochastic particles collision
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backward stochastic differential equations
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