Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients
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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2009/671643 |
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| _version_ | 1832549828296441856 |
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| author | ShengJun Fan Xing Song Ming Ma |
| author_facet | ShengJun Fan Xing Song Ming Ma |
| author_sort | ShengJun Fan |
| collection | DOAJ |
| description | This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients. |
| format | Article |
| id | doaj-art-e7446c9f3bb54aebb44264cf5fe5b9a0 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-e7446c9f3bb54aebb44264cf5fe5b9a02025-02-03T06:08:36ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252009-01-01200910.1155/2009/671643671643Monotonic Limit Properties for Solutions of BSDEs with Continuous CoefficientsShengJun Fan0Xing Song1Ming Ma2College of Sciences, China University of Mining & Technology, Xuzhou, Jiangsu 221008, ChinaCollege of Sciences, China University of Mining & Technology, Xuzhou, Jiangsu 221008, ChinaCollege of Sciences, China University of Mining & Technology, Xuzhou, Jiangsu 221008, ChinaThis paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.http://dx.doi.org/10.1155/2009/671643 |
| spellingShingle | ShengJun Fan Xing Song Ming Ma Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients International Journal of Mathematics and Mathematical Sciences |
| title | Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients |
| title_full | Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients |
| title_fullStr | Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients |
| title_full_unstemmed | Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients |
| title_short | Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients |
| title_sort | monotonic limit properties for solutions of bsdes with continuous coefficients |
| url | http://dx.doi.org/10.1155/2009/671643 |
| work_keys_str_mv | AT shengjunfan monotoniclimitpropertiesforsolutionsofbsdeswithcontinuouscoefficients AT xingsong monotoniclimitpropertiesforsolutionsofbsdeswithcontinuouscoefficients AT mingma monotoniclimitpropertiesforsolutionsofbsdeswithcontinuouscoefficients |