Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519): Difference between revisions
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Continuous dependence properties on solutions of backward stochastic differential equation / rank | |||
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| Property / cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients / rank | |||
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| Property / cites work: Backward stochastic differential equations with continuous coefficient / rank | |||
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| Property / cites work: Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient / rank | |||
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Latest revision as of 16:34, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonic limit properties for solutions of BSDEs with continuous coefficients |
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Monotonic limit properties for solutions of BSDEs with continuous coefficients (English)
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20 April 2010
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Summary: This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.
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