Anticipated backward stochastic differential equations with non-Lipschitz coefficients

DOI10.1007/S10910-020-01211-5zbMath1480.60176OpenAlexW3120759152WikidataQ115382703 ScholiaQ115382703MaRDI QIDQ5896881

Huihui Zhou, Yun Han, Rui Yuan, Zhi Guo Feng

Publication date: 10 May 2021

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10910-020-01211-5

zbMATH Keywords

anticipated backward stochastic differential equationsbiochemical reactionadapted solutionsnon-Lipschitz conditions

Mathematics Subject Classification ID

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

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