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Konstanzer Online-Publikations-System
Research . 2000
Data sources: Konstanzer Online-Publikations-System
Research Papers in Economics
Preprint . 2000
Full-Text: http://cofe.uni-konstanz.de/Papers/dp00_08.pdf
Data sources: Research Papers in Economics
EconStor
Research . 2000
Data sources: EconStor
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BSDES With Stochastic Lipschitz Condition

descriptionPublicationkeyboard_double_arrow_right Research , Preprint 01 Jan 2000 Germany English Publisher:Konstanz: University of Konstanz, Center of Finance and Econometrics (CoFE)
Authors: Bender, Christian; Kohlmann, Michael;

handle: 10419/85163

BSDES With Stochastic Lipschitz Condition

Abstract

We prove an existence and uniqueness theorem for backwrd stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

published

Country
Germany
Related Organizations
Keywords

Stochastischer Prozess, info:eu-repo/classification/msc/60H10, ddc:330, info:eu-repo/classification/msc/49N10, info:eu-repo/classification/ddc/510, Analysis, Theorie

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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