Monotonic limit properties for solutions of BSDEs with continuous coefficients

DOI10.1155/2009/671643MaRDI QIDQ963519zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Shengjun Fan, Xing Song, Ming Ma

Publication date 20 April 2010

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/228853

Mathematics Subject Classification ID

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

Review text

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.

Cites work

• Adapted solution of a backward stochastic differential equation
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward stochastic differential equations with continuous coefficient
• Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
• Continuous dependence properties on solutions of backward stochastic differential equation

Cited in

(1)

• One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators

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