Backward stochastic variational inequalities with locally bounded generators
Abstract
The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality: equation \array l-dYt+∂ (Yt)dt F(t,Yt,Zt)dt-ZtdBt,\;0≤ t<T \\ YT=η, array .equation where F satisfies a local boundedness condition.
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