Solvability of Backward Stochastic Differential Equations with Quadratic Growth

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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.
15 pages

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Probability, 90A09, 60H30, 90C39

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http://salesiana.dossiersoluciones.com/handle/123456789/162010

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0703484
 http://arxiv.org/abs/math/0703484

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arXiv