Arbeitspapier
BSDES With Stochastic Lipschitz Condition
We prove an existence and uniqueness theorem for backward stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
- Sprache
-
Englisch
- Erschienen in
-
Series: CoFE Discussion Paper ; No. 00/08
- Klassifikation
-
Wirtschaft
- Thema
-
Analysis
Stochastischer Prozess
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bender, Christian
Kohlmann, Michael
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Konstanz, Center of Finance and Econometrics (CoFE)
- (wo)
-
Konstanz
- (wann)
-
2000
- Handle
- URN
-
urn:nbn:de:bsz:352-opus-4241
- Letzte Aktualisierung
- 10.03.2025, 10:42 UTC
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Arbeitspapier
Beteiligte
- Bender, Christian
- Kohlmann, Michael
- University of Konstanz, Center of Finance and Econometrics (CoFE)
Entstanden
- 2000
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