Path regularity for solutions of backward stochastic differential equations

• 1 February 2002
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 122  (2) , 163-190
• https://doi.org/10.1007/s004400100144

Abstract

Keywords

• ADAPTED
• DIFFERENTIAL
• FUNCTIONALS
• EM CLASS
• PATHS
• STOCHASTIC
• LIPSCHITZ
• NORM
• BACKWARD
• EQUATIONS