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() solutions of backward stochastic differential equations with monotonic and uniformly continuous generators

โœ Scribed by Ma, Ming; Fan, Sheng Jun; Song, Xing


Book ID
122438125
Publisher
Elsevier Science
Year
2013
Tongue
French
Weight
129 KB
Volume
137
Category
Article
ISSN
0007-4497

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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