Multivalued backward stochastic differential equations with local lipschitz drift - N'zi, Modeste (Stochastics and stochastics reports, 1997)
Keywords: AMS 1991 Subject Classifications: 60H10, 60H20; Backward stochastic differential equations; convex function; Exact sciences and technology; Mathematics; maximal monotone operator; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Stochastic analysis; Brownian motion; Differential equation; Lipschitz drift; Maximal operator; Lipschitz function; Convex function; Delay equation; Stochastic equation