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

✍ Scribed by Xuerong Mao


Book ID
107950478
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
481 KB
Volume
58
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES


Backward stochastic differential equatio
✍ J.P. Lepeltier; J. San Martin πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 214 KB

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.