Mult lvalue de backward stochastic differential equations with continuous coefficients

Random Operators and Stochastic Equations

Volumn 5, Issue 1, 1997, Pages 59-68

  N'Zi, Modeste ^a   Ouknine, Youssef ^b  

^a UNIVERSITÉ NANGUI ABROGOUA   (Côte d’Ivoire)

^b FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042376343     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

1. E. Cepa. Equations differentielles stochastiques multivoques, Lecture Notes Math. 1613, 86-107 (1996).
2. E. Karoui, C. Kapoudjian, E. Pardoux, S. Peng, M. C. Quenez. Reflected solutions of backward SDE's, and related obstacle problems for PDE's (submitted).
3. S. Hamadene. Equations differentielles stochastiques retrogrades : le cas localement lipschitzien. To appear in Annales IHP.
4. M. N'zi, Y. Ouknine. Equations differentielles stochastiques retrogrades multivoques (submitted).
5. Y. Ouknine. Multivalued backward stochastic differential equations (submitted).
6. E. Pardoux, S. Peng. Some backward stochastic differential equations with nonlipchitz coefficients. Preprint.
7. E. Pardoux, S. Peng. Adapted solution of a backward stochastic differential equation, System and Control Letters 14, 55-61 (1990).
8. E. Pardoux, A. Rascanu. Backward stochastic differential equations with maximal monotone operators, Preprint
9. S. Peng. L2 weak convergence method and applications. Preprint.
10. S. Peng. Stochastic Hamilton-Jacobi-Bellman Equations, SI AM Control 30, 2, 284- 304 (1992).
11. Y. Saisho. Stochastic differential equations for multidimensional domains with reflecting boundary, Probab. Th. Rel. Fields 74, 455-477 (1987).