Multivalued backward stochastic differential equations with local lipschitz drift

DOI10.1080/17442509708834106zbMath0883.60055OpenAlexW2130255534MaRDI QIDQ4347779

Modeste N'zi

Publication date: 4 March 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834106

zbMATH Keywords

maximal monotone operatorbackward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

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