Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators (Q5086136): Difference between revisions

Latest revision as of 12:12, 29 July 2024

scientific article; zbMATH DE number 7551423

Language	Label	Description	Also known as
English	<font><i>L<sup>p</sup></i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators	scientific article; zbMATH DE number 7551423

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instance of

scholarly article

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title

Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators (English)

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Communications in Statistics - Simulation and Computation

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publication date

1 July 2022

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zbMATH Keywords

anticipated backward stochastic differential equations

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existence and uniqueness

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general growth condition

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\(p\)-order weak monotonicity

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stability theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610918.2017.1373812

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cites work

Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient

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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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Backward Stochastic Differential Equations in Finance

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\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators

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Multidimensional BSDEs with weak monotonicity and general growth generators

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Lpsolutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions

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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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Anticipated BSDEs driven by time-changed Lévy noises

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

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Q4263364

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Adapted solution of a backward stochastic differential equation

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Anticipated backward stochastic differential equations

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On solutions of backward stochastic differential equations with jumps and applications

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Anticipated backward stochastic differential equations with non-Lipschitz coefficients

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A general existence and uniqueness result on multidimensional BSDEs

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On anticipated backward stochastic differential equations with Markov chain noise

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Q3509035

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Anticipated backward stochastic differential equations driven by the Teugels martingales

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Identifiers

DOI

10.1080/03610918.2017.1373812

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086136

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@@ Property / OpenAlex ID: W2753043478 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
+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 @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions
+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 @@
+Anticipated BSDEs driven by time-changed Lévy noises
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+A general existence and uniqueness result on multidimensional BSDEs
+Normal rank
@@ Property / cites work @@
+On anticipated backward stochastic differential equations with Markov chain noise
+Normal rank
@@ Property / cites work @@
+Q3509035
@@ Property / cites work: Q3509035 / rank @@
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations driven by the Teugels martingales
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5086136

<font><i>L<sup>p</sup></i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators (Q5086136): Difference between revisions

Latest revision as of 12:12, 29 July 2024

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Mathematics(1 entry)