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BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS
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 Title & Authors
BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS
Duan, Pengju; Ren, Yong;
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 Abstract
This paper is devoted to solving one dimensional backward stochastic differential equations (BSDEs). We prove the existence of the solutions to BSDEs if the generator satisfies the general growth and discontinuous conditions.
 Keywords
backward stochastic differential equations;existence and uniqueness;comparison theorem;discontinuous conditions;
 Language
English
 Cited by
1.
Discontinuous backward doubly stochastic differential equations with Poisson jumps, Afrika Matematika, 2017, 28, 1-2, 151  crossref(new windwow)
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