𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Harmonic analysis of stochastic equations and backward stochastic differential equations

✍ Scribed by Freddy Delbaen; Shanjian Tang


Publisher
Springer
Year
2008
Tongue
English
Weight
445 KB
Volume
146
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


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.