scientific article; zbMATH DE number 2098721

zbMath1047.60057MaRDI QIDQ4815297

Gh. Constantin

Publication date: 7 September 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô integralbackward stochastic differential equationadapted solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (8)

L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z ⋮ Multidimensional BSDEs with weak monotonicity and general growth generators ⋮ Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type ⋮ A generalized comparison theorem for BSDEs and its applications ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ The uniqueness of solutions of perturbed backward stochastic differential equations ⋮ One-dimensional BSDEs with finite and infinite time horizons ⋮ \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients

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