Open AccessMonotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients
Author(s) -
Shengjun Fan,
Xing Song,
Ming Ma
Publication year - 2009
Publication title -
international journal of mathematics and mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 39
eISSN - 1687-0425
pISSN - 0161-1712
DOI - 10.1155/2009/671643
Subject(s) - mathematics , monotonic function , limit (mathematics) , mathematical analysis
This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients
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