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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.

60H10Stochastic ordinary differential equations
Full Text: DOI
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