Monotonic limit properties for solutions of BSDEs with continuous coefficients

DOI10.1155/2009/671643zbMATH Open1190.60042DBLPjournals/ijmmsc/FanSM09OpenAlexW2146512262WikidataQ58648494 ScholiaQ58648494MaRDI QIDQ963519FDOQ963519

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)

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

Mathematics Subject Classification ID

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

Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• 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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