\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207): Difference between revisions

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English	\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions	scientific article

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scholarly article

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\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (English)

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Electronic Journal of Probability

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publication date

19 September 2019

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full work available at URL

https://arxiv.org/abs/1706.00966

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https://projecteuclid.org/euclid.ejp/1568080868

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zbMATH Keywords

reflected backward stochastic differential equation

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existence and uniqueness

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comparison theorem

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stability theorem

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\(L^1\) solution

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MaRDI profile type

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Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

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Doubly reflected BSDEs with integrable parameters and related Dynkin games

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

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BSDE with quadratic growth and unbounded terminal value

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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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Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values

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<i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

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Backward stochastic differential equations with reflection and Dynkin games

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<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations

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Reflected solutions of backward SDE's, and related obstacle problems for PDE's

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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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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions

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Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators

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Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type

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Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type

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Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)

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One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators

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Multidimensional BSDEs with weak monotonicity and general growth generators

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Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

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Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

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A class of BSDE with integrable parameters

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BSDEs with two reflecting barriers: the general result

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Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis

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Reflected BSDEs and mixed game problem

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Switching problem and related system of reflected backward SDEs

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Multi-dimensional BSDE with oblique reflection and optimal switching

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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

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A uniqueness theorem for the solution of backward stochastic differential equations

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Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation

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Reflected BSDEs with monotone generator

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BSDEs with monotone generator and two irregular reflecting barriers

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Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions

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Backward stochastic differential equations with continuous coefficient

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Solving the double barrier reflected BSDEs via penalization method

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Representations and regularities for solutions to BSDEs with reflections

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

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Reflected solutions of backward stochastic differential equations with continuous coefficient

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Adapted solution of a backward stochastic differential equation

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles

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Reflected BSDE with a constraint and its applications in an incomplete market

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Doubly reflected BSDEs driven by a Lévy process

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Risk measures via \(g\)-expectations

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\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition

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Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

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Backward stochastic differential equations with reflection and weak assumptions on the coefficients

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\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps

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Identifiers

zbMATH Open document ID

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10.1214/19-EJP345

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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