Functions with prescribed Lipschitz condition
نویسندگان
چکیده
منابع مشابه
Bsdes with Stochastic Lipschitz Condition
We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1951
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1951-0043182-5