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Existence and uniqueness for BSDE with stopping time

✍ Scribed by Zengjing Chen


Publisher
Springer
Year
1998
Tongue
English
Weight
203 KB
Volume
43
Category
Article
ISSN
1001-6538

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πŸ“œ SIMILAR VOLUMES


General existence results for reflected
✍ E.H. Essaky; M. Hassani πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 French βš– 220 KB

In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator f ds + g dA s is continuous with genera