Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients
This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.
| Published in: | International Journal of Mathematics and Mathematical Sciences |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Online Access: | http://dx.doi.org/10.1155/2009/671643 |
| 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. |
|---|---|
| ISSN: | 0161-1712 1687-0425 |