EQUATIONS DIFFÉRENTIELLES STOCHASTIQUES RÉTROGRADES
MULTIVOQUES
Modeste N’Zi
Youssef Ouknine
Abstract: An existence and uniqueness result is proved for a multidimensional backward
stochastic differential equation associated with a multivalued maximal monotone operator
We prove a general result for the uniqueness. The existence is proved under suitable
integrability conditions. Our approach uses the Yosida approximation of the maximal
operator The second proof of the existence and uniqueness result is given by the
so-called backward Skorokhod problem.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -