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On the Comparison and Uniqueness for Solutions of BSDEs with Continuous Coefficients
Backward stochastic differential equation comparison theorem uniqueness
2011/11/5
As we known that there may be more than one solution for backward stochastic differential equation with continuous coefficients and the comparison theorem for any solutions of two BSDEs does not hold ...
Necessary and Sufficient Conditions for Positive and Negative Solutions of BSDEs with Continuous Coefficients
Backward stochastic differential equation positive solution continuous coefficients
2011/11/5
As we know that, in stochastic finance, each pricing mechanism corresponds to a well-defined BSDE. The behaviors of g exert an influence to this mechanism. In some circumstances, to regulate or to des...
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
stochastic differential equations continuous coefficients
2010/11/19
A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with L\'evy process are investigated. We establish a compariso...