lected Forward-backward Stochastic Differential Equations With Discontinuous Monotone Coefficients

DOI10.11845/SXJZ.2015043BzbMath1374.60111OpenAlexW2963895819MaRDI QIDQ2983596

Zhi Li, Luo, Jiaowan, Li-Ping Xu

Publication date: 17 May 2017

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/EN/abstract/abstract71309.shtml

zbMATH Keywords

reflectionincreasing processforward-backward stochastic differential equationlinear-growth generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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