On the set of solutions of a BSDE with continuous coefficient

DOI10.1016/J.CRMA.2007.01.022zbMath1112.60045OpenAlexW2041204630MaRDI QIDQ876109

Shige Peng, Guangyan Jia

Publication date: 16 April 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.01.022

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Related Items (2)

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients

Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• \(L^p\) solutions of backward stochastic differential equations.

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