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.