Backward stochastic differential equations with continuous coefficient
- 1 April 1997
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 32 (4) , 425-430
- https://doi.org/10.1016/s0167-7152(96)00103-4
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Adapted solution of a backward stochastic differential equationSystems & Control Letters, 1990
- One-dimensional stochastic differential equations involving a singular increasing processStochastics, 1984