✦ LIBER ✦

Backward stochastic differential equations with continuous coefficient

✍ Scribed by J.P. Lepeltier; J. San Martin

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 214 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00103-4

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✦ Synopsis

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.

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