Fixed point technique for a class of backward stochastic differential equations

DOI10.22436/JNSA.006.01.07zbMath1307.60084OpenAlexW2793995495MaRDI QIDQ2876431

Ciprian Preda, Romeo Negrea

Publication date: 19 August 2014

Published in: Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: http://www.tjnsa.com/includes/files/articles/Vol6_Iss1_41--50_Fixed_point_technique_for_a_class_o.pdf

zbMATH Keywords

Schauder's fixed point theorembackward stochastic differential equationsglobal solutionspathwise uniquenessadapted solutionsnon-Lipschitz conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of operator theory to differential and integral equations (47N20) Stochastic integral equations (60H20) Applications of operator theory in probability theory and statistics (47N30)

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