Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients

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Publication:1899270

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DOI10.1016/0304-4149(95)00024-2zbMath0835.60049OpenAlexW2020652559MaRDI QIDQ1899270

Xuerong Mao

Publication date: 14 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00024-2

zbMATH Keywords

backward stochastic differential equation adapted solution Bihari's inequality existence and uniqueness of the solution

Mathematics Subject Classification ID

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

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