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Bender, Christian
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CoFE Discussion Paper
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BSDES With Stochastic Lipschitz Condition
Bender, Christian
;
Kohlmann, Michael
-
2000
We prove an existence and uniqueness theorem for backward stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
Persistent link: https://www.econbiz.de/10010324028
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BSDES with stochastic Lipschitz condition
Bender, Christian
;
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10011543449
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BSDES with stochastic Lipschitz condition
Bender, Christian
;
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001450618
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