Monotonic limit properties for solutions of BSDEs with continuous coefficients
type: Item
instance of: scholarly article
title: Monotonic limit properties for solutions of BSDEs with continuous coefficients
zbMATH Open document ID: 1190.60042
DOI: 10.1155/2009/671643
author: Shengjun Fan
author: Xing Song
author: Ming Ma
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2010-04-20T00:00:00Z
full work available at URL: https://eudml.org/doc/228853
review text: 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.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5695221
Wikidata QID: Q58648494
MaRDI profile type: Publication
OpenAlex ID: W2146512262
cites work: Adapted solution of a backward stochastic differential equation
cites work: Continuous dependence properties on solutions of backward stochastic differential equation
cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Backward stochastic differential equations with continuous coefficient
cites work: Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
DBLP publication ID: journals/ijmmsc/FanSM09
description: scientific article; zbMATH DE number 5695221