A generalized existence theorem of BSDEs

DOI10.1016/J.CRMA.2006.02.020zbMath1119.60046OpenAlexW1992650296MaRDI QIDQ2499673

Guangyan Jia

Publication date: 14 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.crma.2006.02.020

zbMATH Keywords

existencebackward stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (7)

Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections ⋮ An existence theorem for multidimensional BSDEs with mixed reflections ⋮ A generalized existence theorem of backward doubly stochastic differential equations ⋮ A class of backward doubly stochastic differential equations with discontinuous coefficients ⋮ A generalized existence theorem of reflected BSDEs with double obstacles ⋮ On the existence of solutions to BSDEs with generalized uniformly continuous generators ⋮ Anticipated backward stochastic differential equations with left-Lipschitz coefficient

Cites Work

• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• Backward Stochastic Differential Equations in Finance

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