On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control

Statistics and Probability Letters

Volumn 60, Issue 3, 2002, Pages 279-288

  Situ, Rong ^a  

^a SUN YAT SEN UNIVERSITY   (China)

Author keywords

Adapted solution; Backward stochastic differential equation with jumps; K valued Brownian motion process; Non Lipschitzian condition; Stochastic control

Indexed keywords

EID: 0036900589     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00285-7     Document Type: Article

References (8)

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