International Journal of Mathematics and Mathematical Sciences
Volume 2009 (2009), Article ID 671643, 6 pages
doi:10.1155/2009/671643
Monotonic limit properties for solutions of BSDEs with continuous coefficients
Shengjun Fan
, Xing Song
and Ming Ma
College of Sciences, China University of Mining \& Technology, Xuzhou, Jiangsu 221008, China
Abstract
This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.