solutions of BSDEs with stochastic Lipschitz condition.
Wang, Jiajie; Ran, Qikang; Chen, Qihong
Journal of Applied Mathematics and Stochastic Analysis (2007)
- Volume: 2007, page Article ID 78196, 14 p.-Article ID 78196, 14 p.
- ISSN: 2090-3332
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topWang, Jiajie, Ran, Qikang, and Chen, Qihong. " solutions of BSDEs with stochastic Lipschitz condition.." Journal of Applied Mathematics and Stochastic Analysis 2007 (2007): Article ID 78196, 14 p.-Article ID 78196, 14 p.. <http://eudml.org/doc/55048>.
@article{Wang2007,
author = {Wang, Jiajie, Ran, Qikang, Chen, Qihong},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {backward stochastic differential equation; stochastic Lipschitz condition},
language = {eng},
pages = {Article ID 78196, 14 p.-Article ID 78196, 14 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = { solutions of BSDEs with stochastic Lipschitz condition.},
url = {http://eudml.org/doc/55048},
volume = {2007},
year = {2007},
}
TY - JOUR
AU - Wang, Jiajie
AU - Ran, Qikang
AU - Chen, Qihong
TI - solutions of BSDEs with stochastic Lipschitz condition.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 78196, 14 p.
EP - Article ID 78196, 14 p.
LA - eng
KW - backward stochastic differential equation; stochastic Lipschitz condition
UR - http://eudml.org/doc/55048
ER -
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