A class of BSDE with integrable parameters (Q613205): Difference between revisions
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| Property / cites work: \(L^p\) solutions of backward stochastic differential equations. / rank | |||
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| Property / cites work: Quadratic BSDEs with convex generators and unbounded terminal conditions / rank | |||
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| Property / cites work: A uniqueness theorem for the solution of backward stochastic differential equations / rank | |||
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| Property / cites work: Backward stochastic differential equations with continuous coefficient / rank | |||
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| Property / cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients / rank | |||
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Q4357507 / rank | |||
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Latest revision as of 14:37, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of BSDE with integrable parameters |
scientific article |
Statements
A class of BSDE with integrable parameters (English)
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20 December 2010
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backward stochastic differential equation
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existence and uniqueness
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integrable parameters
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Hölder continuous
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