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Weak solutions of backward stochastic differential equations with continuous generator

โœ Scribed by Bouchemella, Nadira; Raynaud de Fitte, Paul


Book ID
121409917
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
366 KB
Volume
124
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES


Backward stochastic differential equatio
โœ J.P. Lepeltier; J. San Martin ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.