On existence and uniqueness of solutions to uncertain backward stochastic differential equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11766-014-3048-y.pdf
Reference39 articles.
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4. N El Karoui, S G Peng, M Quenez. Backward stochastic differential equations in finance, Math Finance, 1997, 7: 1–71.
5. S N Ethier, T G Kurtz. Markov Processes: Chacracterization and Convegence, J Wiley, New York, 1986.
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