Viability for One Dimensional BSDEs

xu yuhong

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Viability for One Dimensional BSDEs

xu yuhong * #

Department of Mathematics, China University of Mining and Technology

*Correspondence author

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Funding: none

Opened online:23 May 2008

Accepted by: none

Citation: xu yuhong .Viability for One Dimensional BSDEs[OL]. [23 May 2008] http://en.paper.edu.cn/en_releasepaper/content/21691

In this Note, based on the limit theorem between generators and solutions of backward stochastic differential equations (BSDEs in short), we give explicit expressions for the necessary and sufficient conditions of viability property for one dimensional BSDEs under mild assumptions.

Keywords:Backward stochastic differential equation; backward stochastic viability property;uniqueness theorem

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