Infinite time interval backward stochastic differential equations with continuous coefficients

In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain...

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Detalles Bibliográficos
Autores principales: Zong, Zhaojun, Hu , Feng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5053973/
https://www.ncbi.nlm.nih.gov/pubmed/27795882
http://dx.doi.org/10.1186/s40064-016-3419-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5053973/
https://www.ncbi.nlm.nih.gov/pubmed/27795882
http://dx.doi.org/10.1186/s40064-016-3419-3

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