International Journal of Mathematics and Mathematical Sciences (Jan 2009)

Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients

  • ShengJun Fan,
  • Xing Song,
  • Ming Ma

DOI
https://doi.org/10.1155/2009/671643
Journal volume & issue
Vol. 2009

Abstract

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This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.