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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2016
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| 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 |