BSDEs with stochastic Lipschitz condition: a general result
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Publication:6090958
DOI10.3934/PUQR.2023011OpenAlexW4382280683MaRDI QIDQ6090958
Sheng-Jun Fan, Yuru Lai, Xinying Li
Publication date: 21 November 2023
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/puqr.2023011
comparison theoremexistence and uniquenessbackward stochastic differential equationstochastic Lipschitz condition
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