Prevalence of backward stochastic differential equations with unique solution

DOI10.1155/S1048953304306027zbMath1067.60053OpenAlexW2014776640MaRDI QIDQ1774439

Khaled Bahlali, Youssef Ouknine, Brahim Mezerdi

Publication date: 9 May 2005

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

Full work available at URL: https://eudml.org/doc/51480

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Classification of real functions; Baire classification of sets and functions (26A21)

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