Affiliation:
1. School of Mathematics, China University of Mining and Technology, Xuzhou, Jiangsu 221116, P. R. China
Abstract
This paper deals with bounded solutions for general time interval one-dimensional backward stochastic differential equations (BSDEs for short) with quadratic growth coefficients and stochastic conditions. Several general results of existence, uniqueness, stability and comparison for the bounded solutions are put forward and established, which improve considerably some existing works, even though for the case of finite time interval. Some new ideas are also developed to establish these results.
Funder
National Natural Science Foundation of China
the fundamental Research Funds for the Central Universities
Publisher
World Scientific Pub Co Pte Lt
Cited by
4 articles.
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