Finite and infinite time interval BSDEs with non-Lipschitz coefficients
type: Item
instance of: scholarly article
title: Finite and infinite time interval BSDEs with non-Lipschitz coefficients
zbMATH Open document ID: 1194.60038
author: Shengjun Fan
author: Long Jiang
published in: Statistics \& Probability Letters
publication date: 2010-05-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5713566
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: infinite time interval
zbMATH Keywords: non-Lipschitz coefficients
zbMATH Keywords: Mao's condition
zbMATH Keywords: existence and uniqueness
MaRDI profile type: Publication
full work available at URL: j.spl.2010.02.009
OpenAlex ID: W2082006220
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cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Adapted solution of a backward stochastic differential equation
cites work: Backward stochastic differential equations with non-Lipschitz coefficients
cites work: Q3599708
DOI: 10.1016/J.SPL.2010.02.009
description: scientific article; zbMATH DE number 5713566