On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
type: Item
instance of: scholarly article
title: On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
zbMATH Open document ID: 1017.60069
DOI: 10.1016/S0167-7152(02)00285-7
author: Rong Situ
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1907003
zbMATH Keywords: backward stochastic differential equation with jumps
zbMATH Keywords: non-Lipschitzian condition
MaRDI profile type: Publication
cites work: Backward Stochastic Differential Equations in Finance
cites work: Maximum principle for semilinear stochastic evolution control systems
cites work: Adapted solution of a backward semilinear stochastic evolution equation
cites work: Semimartingales: A course on stochastic processes
cites work: Stochastic Hamilton–Jacobi–Bellman Equations
cites work: On solutions of backward stochastic differential equations with jumps and applications
cites work: Q4766372
description: scientific article; zbMATH DE number 1907003