pith. sign in

arxiv: 1511.00193 · v1 · pith:UM7OJBA7new · submitted 2015-11-01 · 🧮 math.PR

On backward stochastic differential equations driven by a family of It\^o's processes

classification 🧮 math.PR
keywords backwarddifferentialdrivenequationsfamilyprocessesstochasticcomparison
0
0 comments X
read the original abstract

We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.