BSE's, BSDE's and fixed-point problems

DOI10.1214/16-AOP1149zbMath1425.60054arXiv1410.1247OpenAlexW2606675745MaRDI QIDQ682248

Patrick Cheridito, Kihun Nam

Publication date: 14 February 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.1247

zbMATH Keywords

backward stochastic differential equationanticipating equationsbackward stochastic equationcoefficients of superlinear growthMcKean-Vlasov-type equationspath-dependent coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fixed-point theorems (47H10)

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