Backward stochastic differential equations with stochastic monotone coefficients

DOI10.1155/S1048953304310038zbMath1064.60127OpenAlexW2033363385MaRDI QIDQ1773286

Modeste N'zi, Khaled Bahlali, Abouo Elouaflin

Publication date: 26 April 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51375

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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