Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Continuous dependence properties on solutions of backward stochastic differential equation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Backward stochastic differential equations with continuous coefficient / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient / rank | |||
Normal rank | |||
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 |
scientific article |
Statements
Monotonic limit properties for solutions of BSDEs with continuous coefficients (English)
0 references
20 April 2010
0 references
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.
0 references
0 references
0 references
