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Stochastic differential equations with nonregular coefficients

✍ Scribed by T. I. Isakova


Book ID
112480206
Publisher
Springer
Year
1983
Tongue
English
Weight
500 KB
Volume
34
Category
Article
ISSN
0041-5995

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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.