Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients

ShengJun Fan, Xing Song and Ming Ma

International Journal of Mathematics and Mathematical Sciences, 2009, vol. 2009, 1-6

Abstract:

This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:671643

DOI: 10.1155/2009/671643

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