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The Limitation Theorem of g-Supersolution for BSDEs
Abstract:
The author discusses the limitation theorem of g - supersolution for BSDEs under non-Lipschitzian coefficient. In order to get the result, the author investigates the existence and uniqueness of solution for a class BSDEs with the same drift coefficient g, and also obtain the comparison theorem.
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2914-2917
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Online since:
May 2013
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© 2013 Trans Tech Publications Ltd. All Rights Reserved
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