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Backward stochastic differential equation with random measures

✍ Scribed by Xia Jianming

Book ID
110621343
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2000
Tongue
English
Weight
434 KB
Volume
16
Category
Article
ISSN
0168-9673

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πŸ“œ SIMILAR VOLUMES

Backward stochastic differential equatio
Backward stochastic differential equations with continuous coefficient
✍ 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.