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A class of backward stochastic differential equations with discontinuous coefficients. (English) Zbl 1134.60041

Summary: We deal with one-dimensional backward stochastic differential equations (BSDEs) whose coefficient may be discontinuous in \(y\) and continuous in \(z\). We prove, in this setting, the existence of the solution to BSDEs.

MSC:

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