Backward problems for stochastic differential equations on the Sierpinski gasket

In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic differential equations driven by Brownian martingale (defined...

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Bibliographic Details
Main Authors: Liu, X, Qian, Z
Format: Journal article
Published: Elsevier 2017