| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153708 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
In this paper, we deal with one-dimensional backward stochastic differential equations (BSDEs) whose coefficient may be discontinuous in y and continuous in z. We prove, in this setting, the existence of the solution to BSDEs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guangyan Jia,