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Backward stochastic differential equations with continuous coefficient. (English) Zbl 0904.60042

Summary: We prove the existence of a solution for “one-dimensional” backward stochastic differential equations where the coefficient is continuous, it has a linear growth, and the terminal condition is squared integrable. We also obtain the existence of a minimal solution.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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