Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975)

\textit{J. P. Lepeltier} and \textit{J. San Martin} proved [Stat. Probab. Lett. 32, No. 4, 425-430 (1997; Zbl 0904.60042)] the existence of a minimal solution for one-dimensional backward stochastic differential equations, where the coefficient is continuous and has linear growth, and it is easy to see that there is also a maximal solution. The authors prove here a comparison theorem for BSDE's in this case for the minimal (resp. the maximal) solutions.