Solvability of Backward Stochastic Differential Equations with Quadratic Growth

Details Solvability of Backward Stochastic Differential Equations with Quadratic Growth Solvability of Backward Stochastic Differential Equations with Quadratic Growth

2007-03-16

arxiv.org/abs/math/0703484v2

Mathematics

Probability

15 pages

Scientific paper

We prove the existence of the unique solution of a general Backward
Stochastic Differential Equation with quadratic growth driven by martingales.
Some kind of comparison theorem is also proved.

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