Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561)
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scientific article; zbMATH DE number 5911488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) |
scientific article; zbMATH DE number 5911488 |
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Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (English)
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22 June 2011
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backward stochastic differential equation
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uniformly continuous generator
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Lipschitz generator
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existence and uniqueness
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0.92108893
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0.91767585
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0.9124582
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0.91012347
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0.90764755
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