Some results on the uniqueness of generators of backward stochastic differential equations
type: Item
instance of: scholarly article
title: Some results on the uniqueness of generators of backward stochastic differential equations
zbMATH Open document ID: 1044.60054
author: Long Jiang
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2004-08-20T00:00:00Z
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 2093932
MaRDI profile type: Publication
full work available at URL: j.crma.2004.01.026
OpenAlex ID: W2077188730
cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
cites work: A property of backward stochastic differential equations
cites work: Ambiguity, Risk, and Asset Returns in Continuous Time
cites work: A general converse comparison theorem for backward stochastic differential equations
cites work: Backward Stochastic Differential Equations in Finance
cites work: Adapted solution of a backward stochastic differential equation
DOI: 10.1016/J.CRMA.2004.01.026
description: scientific article; zbMATH DE number 2093932