Backward stochastic differential equations with non-Lipschitz coefficients

Adapted solution of a backward stochastic differential equation

Étienne Pardoux, Shigē Péng · Systems & Control Letters · 1990 · 2.8K citations

Engineering, Mathematics, Differential Equations +9

Backward stochastic differential equations and partial differential equations with quadratic growth

Magdalena Kobylanski · The Annals of Probability · 2000 · 805 citations · Full text

Engineering, Mathematics, Differential Equations +14

Backward stochastic differential equations with continuous coefficient

J. P. Lepeltier · Statistics & Probability Letters · 1997 · 346 citations

Engineering, Mathematics, Differential Equations +10

Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

Xuerong Mao · Stochastic Processes and their Applications · 1995 · 203 citations

Engineering, Mathematics, Differential Equations +13