Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519)
From MaRDI portal
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