Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient.

Bahlali, Khaled

Electronic Communications in Probability [electronic only] (2002)

  • Volume: 7, page 169-179
  • ISSN: 1083-589X

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Bahlali, Khaled. "Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient.." Electronic Communications in Probability [electronic only] 7 (2002): 169-179. <http://eudml.org/doc/122492>.

@article{Bahlali2002,
author = {Bahlali, Khaled},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {backward stochastic differential equations (BSDE); locally Lipschitz function},
language = {eng},
pages = {169-179},
publisher = {University of Washington},
title = {Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient.},
url = {http://eudml.org/doc/122492},
volume = {7},
year = {2002},
}

TY - JOUR
AU - Bahlali, Khaled
TI - Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient.
JO - Electronic Communications in Probability [electronic only]
PY - 2002
PB - University of Washington
VL - 7
SP - 169
EP - 179
LA - eng
KW - backward stochastic differential equations (BSDE); locally Lipschitz function
UR - http://eudml.org/doc/122492
ER -

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