General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649): Difference between revisions

@@ Property / author @@
-Ting-Ting Li
@@ Property / author: Ting-Ting Li / rank @@
-Normal rank
@@ Property / author @@
-Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
-Normal rank
@@ Property / author @@
+Ting-Ting Li
@@ Property / author: Ting-Ting Li / rank @@
+Normal rank
@@ Property / author @@
+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2990658589
@@ Property / OpenAlex ID: W2990658589 / rank @@
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@@ Property / arXiv ID @@
+.11179
@@ Property / arXiv ID: 1911.11179 / rank @@
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@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Backward Stochastic Differential Equations in Finance
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+Multidimensional BSDEs with weak monotonicity and general growth generators
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+Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
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+Continuous exponential martingales and BMO
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+\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
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+Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
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+\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
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+A class of stochastic Gronwall's inequality and its application
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@@ Property / cites work @@
+General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales
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@@ links / mardi / name / links / mardi / name @@
+Publication:2671649