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.
Reflected solutions of backward stochastic differential equations with continuous coefficient
โ Scribed by Anis Matoussi
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 265 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0167-7152
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