On backward stochastic differential equations driven by a family of It\^o's processes
Probability
2015-11-03 v1
Abstract
We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.
Keywords
Cite
@article{arxiv.1511.00193,
title = {On backward stochastic differential equations driven by a family of It\^o's processes},
author = {Abdelkarem Berkaoui and El Hassan Essaky},
journal= {arXiv preprint arXiv:1511.00193},
year = {2015}
}