Multidimensional backward stochastic differential equations with uniformly continuous coefficients
By Said Hamadène. 2003
54 citations recorded by the source corpus.
Subfields: Demography, Finance, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/d7455d05f7f4b74149def37e0c4031a485f88495
Citations in the corpus
- 7 – Backward Stochastic Differential Equations (2011, unknown): “Hamadéne [38] was also able to relax Lipschitz condition of the driver to uniform continuity condition with linear growth.”