Non-lipschitz coefficients - Open Access .click

Random Operators and Stochastic Equations, 2008
The existence and uniqueness problem for backward doubly stochastic differential equations with coefficients satisfying non-Lipschitz assumptions is considered. The paper generalizes the results obtained by \textit{Y. Wang} and \textit{Z. Huang} [Preprint (2008)]. The existence and uniqueness theorem is proved.
N'zi, Modeste, Owo, Jean-Marc
openaire +4 more sources

Approximation of BSDE with non Lipschitz coefficient

Stochastic Analysis and Applications, 2021
In this paper we study the discrete approximation of backward stochastic differential equations.
D. Borkowski, K. Jańczak-Borkowska
openaire +1 more source

Generalized fractional BSDE with non Lipschitz coefficients

Afrika Matematika, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aïdara, Sadibou, Sow, Ahmadou Bamba
openaire +2 more sources

On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients

Random Operators and Stochastic Equations, 1998
The authors considers a parabolic stochastic partial differential equation of the form \[ {\partial u(t,x)\over \partial t}= {\partial^2 u(t,x)\over \partial x^2} +b(t,x,u(t,x))+\sigma(t,x,u(t,x)) {\partial^2 W(t,x)\over \partial t\partial x}, \] where \({\partial^2 W(t,x)}/{\partial z\partial x}\) is the formal derivative of the Brownian sheet.
Eddahbi, M., Erraoui, M.
openaire +1 more source

fos: mathematics
probability math.pr
mathematics - probability

non-lipschitz
mathematics
backward stochastic differential equation

stochastic differential equation
fractional brownian motion
comparison theorem