Existence and uniqueness for BSDE with stopping time

Chinese Science Bulletin

Volumn 43, Issue 2, 1998, Pages 96-99

  Chen, Zengjing ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Adapted solution; BSDE; Stopping time

Indexed keywords

EID: 0005833904     PISSN: 10016538     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02883914     Document Type: Article

References (3)

1. Pardoux, E., Peng, S., Adapted solution of BSDE, Systems and Control Letters, 1990, 14: 55.
2. Peng, S., Probabilistic interpretation for systems of quasilinear parabolic partial differential equation, Stoch. & Stoch. Reports, 1991, 37: 61.
3. Pardoux, E., Generalized discontinuous BSDEs, Pitman Research Notes in Mathematics Series, 1997, 364: 207.