Abstract
In this paper we consider the problem of the existence of a solution for backward stochastic differential equations with uniformly continuous coefficients.
Citation
Saïd Hamadène. "Multidimensional backward stochastic differential equations with uniformly continuous coefficients." Bernoulli 9 (3) 517 - 534, June 2003. https://doi.org/10.3150/bj/1065444816
Information
Published: June 2003
First available in Project Euclid: 6 October 2003
zbMATH: 1048.60047
MathSciNet: MR1997495
Digital Object Identifier: 10.3150/bj/1065444816
Keywords:
Backward stochastic differential equations
,
deterministic backward
Rights: Copyright © 2003 Bernoulli Society for Mathematical Statistics and Probability
