Bernoulli

Multidimensional backward stochastic differential equations with uniformly continuous coefficients

Saïd Hamadène
Source: Bernoulli Volume 9, Number 3 (2003), 517-534.

Abstract

In this paper we consider the problem of the existence of a solution for backward stochastic differential equations with uniformly continuous coefficients.

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.bj/1065444816
Mathematical Reviews number (MathSciNet): MR1997495
Zentralblatt MATH identifier: 1048.60047
Digital Object Identifier: doi:10.3150/bj/1065444816


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Bernoulli

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