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: | ShengJun Fan, Xing Song, Ming Ma |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Online Access: | http://dx.doi.org/10.1155/2009/671643 |
Similar Items
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
by: Badr Elmansouri, et al.
Published: (2023-12-01)
by: Badr Elmansouri, et al.
Published: (2023-12-01)
A linear numerical scheme for nonlinear BSDEs with uniformly
continuous coefficients
by: Omid. S. Fard, et al.
Published: (2004-01-01)
by: Omid. S. Fard, et al.
Published: (2004-01-01)
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
by: Fan, Shengjun, et al.
Published: (2020-06-01)
by: Fan, Shengjun, et al.
Published: (2020-06-01)
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
by: Mohamed Marzougue, et al.
Published: (2017-12-01)
by: Mohamed Marzougue, et al.
Published: (2017-12-01)
Multidimensional Markovian BSDEs with Jumps and Continuous Generators
by: Mhamed Eddahbi, et al.
Published: (2022-12-01)
by: Mhamed Eddahbi, et al.
Published: (2022-12-01)
Finite Difference Methods for the BSDEs in Finance
by: Guangbao Guo
Published: (2018-03-01)
by: Guangbao Guo
Published: (2018-03-01)
Reflected BSDEs with default time and irregular obstacles
by: Elmansouri, Badr
Published: (2025-04-01)
by: Elmansouri, Badr
Published: (2025-04-01)
Variable Step Size Adams Methods for BSDEs
by: Qiang Han
Published: (2021-01-01)
by: Qiang Han
Published: (2021-01-01)
One-Dimensional BSDEs with Jumps and Logarithmic Growth
by: El Mountasar Billah Bouhadjar, et al.
Published: (2024-05-01)
by: El Mountasar Billah Bouhadjar, et al.
Published: (2024-05-01)
BSDEs and log-utility maximization for Lévy processes
by: Paolo Di Tella, et al.
Published: (2019-10-01)
by: Paolo Di Tella, et al.
Published: (2019-10-01)
Mean-Field and Anticipated BSDEs with Time-Delayed Generator
by: Pei Zhang, et al.
Published: (2023-02-01)
by: Pei Zhang, et al.
Published: (2023-02-01)
Numerical approximation of general Lipschitz BSDEs with branching processes
by: Bouchard Bruno, et al.
Published: (2019-01-01)
by: Bouchard Bruno, et al.
Published: (2019-01-01)
On discrete properties of continuous monotone functions
by: Emília Halušková
Published: (2024-01-01)
by: Emília Halušková
Published: (2024-01-01)
SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
by: Pengju Duan
Published: (2016-01-01)
by: Pengju Duan
Published: (2016-01-01)
Malliavin Regularity of Non-Markovian Quadratic BSDEs and Their Numerical Schemes
by: Salima Doubbakh, et al.
Published: (2023-04-01)
by: Salima Doubbakh, et al.
Published: (2023-04-01)
Applications of anticipated BSDEs driven by time-changing Lévy noises
by: Youxin Liu
Published: (2016-11-01)
by: Youxin Liu
Published: (2016-11-01)
Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
by: Wenbo Wang, et al.
Published: (2025-07-01)
by: Wenbo Wang, et al.
Published: (2025-07-01)
Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
by: Emmanuel Gobet, et al.
Published: (2019-08-01)
by: Emmanuel Gobet, et al.
Published: (2019-08-01)
Mean-field anticipated BSDEs driven by time-changed Lévy noises
by: Youxin Liu, et al.
Published: (2020-11-01)
by: Youxin Liu, et al.
Published: (2020-11-01)
Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications
by: Kun He, et al.
Published: (2013-01-01)
by: Kun He, et al.
Published: (2013-01-01)
Anticipated BSDEs Driven by Fractional Brownian Motion with a Time-Delayed Generator
by: Pei Zhang, et al.
Published: (2023-12-01)
by: Pei Zhang, et al.
Published: (2023-12-01)
Properties of the modulus of continuity for monotonous convex functions and applications
by: Sorin Gheorghe Gal
Published: (1995-01-01)
by: Sorin Gheorghe Gal
Published: (1995-01-01)
On monotonous separately continuous functions
by: Yaroslav I. Grushka
Published: (2019-04-01)
by: Yaroslav I. Grushka
Published: (2019-04-01)
The 𝒮-Transform of Sub-fBm and an Application to a Class of Linear Subfractional BSDEs
by: Zhi Wang, et al.
Published: (2013-01-01)
by: Zhi Wang, et al.
Published: (2013-01-01)
Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator
by: Pei Zhang, et al.
Published: (2022-10-01)
by: Pei Zhang, et al.
Published: (2022-10-01)
Hardy-Littlewood theorem for series with general monotone coefficients
by: S. Bitimkhan
Published: (2018-06-01)
by: S. Bitimkhan
Published: (2018-06-01)
On the monotonic properties and oscillatory behavior of solutions of neutral differential equations
by: Masood Fahd, et al.
Published: (2023-12-01)
by: Masood Fahd, et al.
Published: (2023-12-01)
ABOUT CHARACTERISING MONOTONICITY OF NONSMOOTH CONTINUOUS MAPPINGS
by: Nguyễn Huy Chiêu, et al.
Published: (2012-06-01)
by: Nguyễn Huy Chiêu, et al.
Published: (2012-06-01)
Monotonicity properties and bounds for the complete p-elliptic integrals
by: Xi-Fan Huang, et al.
Published: (2020-09-01)
by: Xi-Fan Huang, et al.
Published: (2020-09-01)
Hardy operator with variable limits on monotone functions
by: Vladimir D. Stepanov, et al.
Published: (2003-01-01)
by: Vladimir D. Stepanov, et al.
Published: (2003-01-01)
On weighted integrability of the sum of series with monotone coefficients with respect to multiplicative systems
by: M.Zh. Turgumbaev, et al.
Published: (2023-06-01)
by: M.Zh. Turgumbaev, et al.
Published: (2023-06-01)
On weighted integrability of the sum of series with monotone coefficients with respect to multiplicative systems
by: M.Zh. Turgumbaev, et al.
Published: (2023-06-01)
by: M.Zh. Turgumbaev, et al.
Published: (2023-06-01)
On the Behavior near the Origin of a Sine Series with Coefficients of Monotone Type
by: Xhevat Z. Krasniqi
Published: (2013-10-01)
by: Xhevat Z. Krasniqi
Published: (2013-10-01)
A Study of the Monotonic Properties of Solutions of Neutral Differential Equations and Their Applications
by: Osama Moaaz, et al.
Published: (2023-03-01)
by: Osama Moaaz, et al.
Published: (2023-03-01)
Cone Monotonicity: Structure Theorem, Properties, and Comparisons to Other Notions of Monotonicity
by: Heather A. Van Dyke, et al.
Published: (2013-01-01)
by: Heather A. Van Dyke, et al.
Published: (2013-01-01)
On conditions for the weighted integrability of the sum of the series with monotonic coefficients with respect to the multiplicative systems
by: М.Ж. Тургумбаев, et al.
Published: (2024-06-01)
by: М.Ж. Тургумбаев, et al.
Published: (2024-06-01)
Local monotonicity coefficients in Orlicz sequence spaces equipped with the p-Amemiya norm
by: Xin He, et al.
Published: (2020-02-01)
by: Xin He, et al.
Published: (2020-02-01)
Positivity and Monotonicity Preserving Biquartic Rational Interpolation Spline Surface
by: Xinru Liu, et al.
Published: (2014-01-01)
by: Xinru Liu, et al.
Published: (2014-01-01)
Existence of Monotone Solutions of a Difference Equation
by: Taixiang Sun, et al.
Published: (2008-01-01)
by: Taixiang Sun, et al.
Published: (2008-01-01)
Monotonicity and Symmetry of Solutions to Fractional Laplacian in Strips
by: Tao Sun, et al.
Published: (2021-01-01)
by: Tao Sun, et al.
Published: (2021-01-01)
Similar Items
-
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
by: Badr Elmansouri, et al.
Published: (2023-12-01) -
A linear numerical scheme for nonlinear BSDEs with uniformly
continuous coefficients
by: Omid. S. Fard, et al.
Published: (2004-01-01) -
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
by: Fan, Shengjun, et al.
Published: (2020-06-01) -
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
by: Mohamed Marzougue, et al.
Published: (2017-12-01) -
Multidimensional Markovian BSDEs with Jumps and Continuous Generators
by: Mhamed Eddahbi, et al.
Published: (2022-12-01)
