On backward stochastic differential equations driven by a family of Itô's processes

Abdelkarem Berkaoui; El Hassan Essaky

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arXiv · 1511.00193

On backward stochastic differential equations driven by a family of Itô's processes

Abdelkarem Berkaoui·El Hassan Essaky

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Abstract

We propose to study a new type of Backward stochastic differential equations driven by a family of Itô's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.

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BibTeX RIS

Abdelkarem Berkaoui, El Hassan Essaky. 2015-11-01. On backward stochastic differential equations driven by a family of Itô's processes. https://arxiv.org/abs/1511.00193

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