BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS

DOI10.4134/BKMS.2013.50.4.1079zbMath1274.60178OpenAlexW1977709852MaRDI QIDQ2843783

Yong Ren, Pengju Duan

Publication date: 26 August 2013

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://mathnet.or.kr/mathnet/kms_content.php?no=411181

zbMATH Keywords

comparison theorembackward stochastic differential equationsexistence and uniquenessdiscontinuous conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)

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