On the stochastic integral equations with non-lipschitz coefficients

DOI10.1081/SAP-120003435zbMath0997.60068OpenAlexW2081763410MaRDI QIDQ4542187

Tsung-Lin Cheng

Publication date: 13 November 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120003435

zbMATH Keywords

semimartingalestochastic integral equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Cites Work

• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
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