Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

DOI10.1016/S1631-073X(02)02542-6zbMath1017.60068OpenAlexW2062231381MaRDI QIDQ1565878

Etienne Pardoux, Mohammed Hassani, Khaled Bahlali, El Hassan Es-Saky

Publication date: 27 May 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02542-6

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

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