One-dimensional BSDEs with finite and infinite time horizons (Q550145): Difference between revisions

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+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
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+De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2010.11.008
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+W2000345319
@@ Property / OpenAlex ID: W2000345319 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
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+BSDE with quadratic growth and unbounded terminal value
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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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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+Q2767317
@@ Property / cites work: Q2767317 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4761439
@@ Property / cites work: Q4761439 / rank @@
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@@ Property / cites work @@
+Q4815297
@@ Property / cites work: Q4815297 / rank @@
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
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@@ Property / cites work @@
+A uniqueness theorem for the solution of backward stochastic differential equations
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@@ 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
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
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@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
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