Lp solutions of backward stochastic differential equations

Stochastic Processes and their Applications

Volumn 108, Issue 1, 2003, Pages 109-129

  Briand, Philippe ^a   Delyon, Bernard ^a   Hu, Ying ^a   Pardoux, Etienne ^b   Stoica, L ^c  

^a UNIVERSITÉ DE RENNES 1   (France)

^b AIX MARSEILLE UNIVERSITY   (France)

^c UNIVERSITY OF BUCHAREST   (Romania)

Author keywords

Backward stochastic differential equation; Monotone generator; p integrable data

Indexed keywords

EID: 0141799903     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00089-9     Document Type: Article

References (10)

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