| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156985 | Stochastic Processes and their Applications | 2008 | 13 Pages |
Abstract
We prove the existence of the unique solution of a general backward stochastic differential equation with quadratic growth driven by martingales. A kind of comparison theorem is also proved.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Revaz Tevzadze,