Solvability of backward stochastic differential equations with quadratic growth

Stochastic Processes and their Applications

Volumn 118, Issue 3, 2008, Pages 503-515

  Tevzadze, Revaz ^a,b,c  

^a Georgia   (United States)

^b GEORGIAN TECHNICAL UNIVERSITY   (Georgia)

^c INSTITUTE OF CYBERNETICS   (Georgia)

Author keywords

Backward stochastic differential equation; BMO martingale; Contraction principle

Indexed keywords

NUMERICAL METHODS; PROBLEM SOLVING; RANDOM PROCESSES; THEOREM PROVING;

BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; BMO-MARTINGALES; CONTRACTION PRINCIPLE;

DIFFERENTIAL EQUATIONS;

EID: 38649113278     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.05.009     Document Type: Article

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