Solvability of Backward Stochastic Differential Equations with Quadratic Growth
Probability
2008-06-02 v2
Abstract
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
Keywords
Cite
@article{arxiv.math/0703484,
title = {Solvability of Backward Stochastic Differential Equations with Quadratic Growth},
author = {Revaz Tevzadze},
journal= {arXiv preprint arXiv:math/0703484},
year = {2008}
}
Comments
15 pages