{
  "id": "1308.6379",
  "version": "v1",
  "published": "2013-08-29T06:52:45.000Z",
  "updated": "2013-08-29T06:52:45.000Z",
  "title": "Backward stochastic differential equations with stopping time as time horizon",
  "authors": [
    "Mun-Chol Kim",
    "Chol-Kyu Pak"
  ],
  "comment": "9 pages",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "In this paper, we introduce a new method for study on backward stochastic differential equations with stopping time as time horizon. And using this, we show that some results on backward stochastic differential equations with constant time horizon are generalized to the case of random time horizon.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-08-29T06:52:45.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H20",
      "60G40",
      "62L15"
    ],
    "keywords": [
      "backward stochastic differential equations",
      "stopping time",
      "random time horizon",
      "constant time horizon"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1308.6379K"
    }
  }
}