Bull. Korean Math. Soc. 2013; 50(4): 1079-1086
Printed July 1, 2013
https://doi.org/10.4134/BKMS.2013.50.4.1079
Copyright © The Korean Mathematical Society.
Pengju Duan and Yong Ren
Suzhou University, Anhui Normal University
This paper is devoted to solving one dimensional backward stochastic differential equations (BSDEs). We prove the existence of the solutions to BSDEs if the generator satisfies the general growth and discontinuous conditions.
Keywords: backward stochastic differential equations, existence and uniqueness, comparison theorem, discontinuous conditions
MSC numbers: primary 60H10, 60H30, 60H99
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