Existence and uniqueness of solutions to the backward stochastic Lorenz system
نویسندگان
چکیده
منابع مشابه
Existence and Uniqueness of Solutions to the Backward Stochastic Lorenz System
The backward stochastic Lorenz system is studied in this paper. Suitable a priori estimates for adapted solutions of the backward stochastic Lorenz system are obtained. The existence and uniqueness of solutions is shown by the use of suitable truncations and approximations. The continuity of the adapted solutions with respect to the terminal data is also established.
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ژورنال
عنوان ژورنال: Communications on Stochastic Analysis
سال: 2007
ISSN: 0973-9599
DOI: 10.31390/cosa.1.3.09