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Existence and uniqueness for BSDE with stopping time

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Chinese Science Bulletin

Abstract

The existence and uniqueness of the solutions for a class of backward stochastic differential equations (BSDEs for short) in a random interval are discussed.

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References

  1. Pardoux, E., Peng, S., Adapted solution of BSDE,Systems and Control Letters, 1990, 14: 55.

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  3. Pardoux, E.. Generalized discontinuous BSDEs,Pitman Research Notes in Mathematics Series, 1997, 364: 207.

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Authors and Affiliations

  1. Department of Mathematics, Shandong University, 250100, Jinan, China

    Zengjing Chen

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  1. Zengjing Chen
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Chen, Z. Existence and uniqueness for BSDE with stopping time. Chin. Sci. Bull. 43, 96–99 (1998). https://doi.org/10.1007/BF02883914

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  • DOI: https://doi.org/10.1007/BF02883914

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