๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

โœ Scribed by Khaled Bahlali; E.H Essaky; M Hassani; Etienne Pardoux


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
77 KB
Volume
335
Category
Article
ISSN
1631-073X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Comparison theorem for solutions of back
โœ Jicheng Liu; Jiagang Ren ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 106 KB

Comparison theorems for solutions of one-dimensional backward stochastic di erential equations were established by Peng and Cao-Yan, where the coe cients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coe cie