One-dimensional BSDEs with finite and infinite time horizons
type: Item
instance of: scholarly article
title: One-dimensional BSDEs with finite and infinite time horizons
zbMATH Open document ID: 1219.60059
author: Long Jiang
author: Shengjun Fan
author: Dejian Tian
published in: Stochastic Processes and their Applications
publication date: 2011-07-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5918968
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: comparison theorem
zbMATH Keywords: existence and uniqueness
zbMATH Keywords: uniformly continuous generator
zbMATH Keywords: monotonic generator
MaRDI profile type: Publication
full work available at URL: j.spa.2010.11.008
OpenAlex ID: W2000345319
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DOI: 10.1016/J.SPA.2010.11.008
description: scientific article; zbMATH DE number 5918968