Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371): Difference between revisions

Latest revision as of 14:36, 9 July 2024

scientific article; zbMATH DE number 6393651

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English	L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals	scientific article; zbMATH DE number 6393651

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instance of

scholarly article

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title

Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (English)

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Stochastics and Dynamics

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publication date

30 January 2015

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full work available at URL

https://arxiv.org/abs/1309.7123

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zbMATH Keywords

backward stochastic differential equations

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general time interval

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monotone generator

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existence

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uniqueness

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MaRDI profile type

MaRDI publication profile

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cites work

Backward stochastic differential equations with locally Lipschitz coefficient

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BSDEs with polynomial growth generators

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\(L^p\) solutions of backward stochastic differential equations.

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One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)

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LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

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Backward Stochastic Differential Equations in Finance

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Finite and infinite time interval BSDEs with non-Lipschitz coefficients

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Lpsolutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

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\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators

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Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

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One-dimensional BSDEs with finite and infinite time horizons

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A class of BSDE with integrable parameters

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Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

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A class of backward stochastic differential equations with discontinuous coefficients

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Backward stochastic differential equations with continuous coefficient

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Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients

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Adapted solution of a backward stochastic differential equation

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Optimal stochastic control, stochastic target problems, and backward SDE.

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Backward stochastic differential equations with non-Lipschitz coefficients

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Identifiers

zbMATH Open document ID

1306.60082

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DOI

10.1142/S0219493715500021

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5496371

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.7123
@@ Property / arXiv ID: 1309.7123 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with locally Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+BSDEs with polynomial growth generators
@@ Property / cites work: BSDEs with polynomial growth generators / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Finite and infinite time interval BSDEs with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
+Normal rank
@@ Property / cites work @@
+Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
+Normal rank
@@ Property / cites work @@
+One-dimensional BSDEs with finite and infinite time horizons
+Normal rank
@@ Property / cites work @@
+A class of BSDE with integrable parameters
@@ Property / cites work: A class of BSDE with integrable parameters / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+A class of backward stochastic differential equations with discontinuous coefficients
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5496371

L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371): Difference between revisions

Latest revision as of 14:36, 9 July 2024

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Mathematics(1 entry)