MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS

DOI10.4134/BKMS.2015.52.2.483zbMath1310.60077arXiv1312.0755MaRDI QIDQ5246030

Lishun Xiao, Yanbin Wang, Sheng-Jun Fan

Publication date: 17 April 2015

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.0755

zbMATH Keywords

backward stochastic differential equationsGirsanov's theoremuniformly continuous generatorconvolution technique

Mathematics Subject Classification ID

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

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