• Title of article

    Solvability of backward stochastic differential equations with quadratic growth

  • Author/Authors

    Tevzadze، A. G. نويسنده , , Revaz، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    13
  • From page
    503
  • To page
    515
  • 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
    Backward stochastic differential equation , Contraction principle , BMO-martingale
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2008
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577965

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1577965