In this Note we prove that, if the coefficient of a one-dimensional BSDE is assumed to be continuous and of linear growth in , then there exists either one or uncountably many solutions.
Nous prouvons dans cette Note que, si le coefficient d'une EDSR est continu et linéairement croissant en , alors il existe soit une seule solution soit une infinité non dénombrable de solutions.
Accepted:
Published online:
Guangyan Jia 1; Shige Peng 1
@article{CRMATH_2007__344_6_395_0, author = {Guangyan Jia and Shige Peng}, title = {On the set of solutions of a {BSDE} with continuous coefficient}, journal = {Comptes Rendus. Math\'ematique}, pages = {395--397}, publisher = {Elsevier}, volume = {344}, number = {6}, year = {2007}, doi = {10.1016/j.crma.2007.01.022}, language = {en}, }
Guangyan Jia; Shige Peng. On the set of solutions of a BSDE with continuous coefficient. Comptes Rendus. Mathématique, Volume 344 (2007) no. 6, pp. 395-397. doi : 10.1016/j.crma.2007.01.022. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.01.022/
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Cited by Sources:
⁎ The authors thank the NSF of China for partial support under grant No. 10131040 and grant No. 10671111.
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