Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients
oleh: ShengJun Fan, Xing Song, Ming Ma
| Format: | Article |
|---|---|
| Diterbitkan: | Wiley 2009-01-01 |
Deskripsi
This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.