One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z

By P. Briand, Jean-Pier Relepeltier, Jaime San Martín. 2007

51 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/dc7bea3af148037e1a6230069606de8aa3db5568