Title of article :
Solvability of backward stochastic differential equations with quadratic growth
Author/Authors :
Tevzadze، A. G. نويسنده , , Revaz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
13
From page :
503
To page :
515
Abstract :
We 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.
Keywords :
Backward stochastic differential equation , Contraction principle , BMO-martingale
Journal title :
Stochastic Processes and their Applications
Serial Year :
2008
Journal title :
Stochastic Processes and their Applications
Record number :
1577965
Link To Document :
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