scientific article

zbMath0983.60056MaRDI QIDQ2750973

Min Huang, Rong Situ

Publication date: 21 October 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unbounded coefficientsLipschitz conditionItô's formulabackward stochastic differential equation with jumpsadapted solutions

Mathematics Subject Classification ID

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

Related Items

Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps