Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS

  • Duan, Pengju (Laboratory of Intelligent Information Processing Suzhou University, School of Mathematics and Statistics Suzhou University) ;
  • Ren, Yong (Department of Mathematics Anhui Normal University)
  • Received : 2012.02.10
  • Published : 2013.07.31
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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

References

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