Search

Your search keyword '"Wu-Jun Gao"' showing total 1 results
Start Over Author "Wu-Jun Gao" Journal applied mechanics and materials
1 results on '"Wu-Jun Gao"'

1. BSDEs Driven by Continuous Semi-Martingales under Locally Lipschitz Condition

Author

Wu Jun Gao, Jin Hui Wang, and Shi Yu Li

Subjects
Mathematics::Probability, Mathematical analysis, Applied mathematics, General Medicine, Lipschitz continuity, Mathematics
Abstract

In this paper, we deal with multidimensional backward stochastic equations (BSDES) driven by continuous semi-martingale. We first obtain the existence of solution for this kind of BSDES with locally Lipschitz coefficient, which generalizes the corresponding results in Khaled Bahlali.

Published
2013
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results