Backward stochastic differential equations with continuous coefficient
Abstract
"We prove the existence of a solution for ""one dimensional"" backward stochastic differential equations where the coefficient is continuous, it has a linear growth, and the terminal condition is squared integrable. We also obtain the existence of a minimal solution."
Más información
| Título de la Revista: | STATISTICS & PROBABILITY LETTERS |
| Volumen: | 32 |
| Número: | 4 |
| Editorial: | Elsevier |
| Fecha de publicación: | 1997 |
| Página de inicio: | 425 |
| Página final: | 430 |
| URL: | http://www.scopus.com/inward/record.url?eid=2-s2.0-0031116187&partnerID=q2rCbXpz |
| DOI: |
10.1016/S0167-7152(96)00103-4 |