A class of backward stochastic differential equations with discontinuous coefficients

DOI10.1016/j.spl.2007.05.028zbMath1134.60041OpenAlexW2088195741MaRDI QIDQ2474509

Guangyan Jia

Publication date: 6 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.05.028

zbMATH Keywords

comparison theorembackward stochastic differential equationadapted solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Backward Stochastic Differential Equations in Finance