Solvability of backward stochastic differential equations with quadratic growth
AbstractWe prove the existence of the unique solution of a general backward stochastic differential equation with quadratic growth driven by martingales. A kind of comparison theorem is also proved.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 118 (2008)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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