\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711): Difference between revisions
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Latest revision as of 09:27, 17 December 2024
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English | \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) |
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\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (English)
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19 May 2020
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backward stochastic differential equation
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existence and uniqueness
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comparison theorem
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minimal solution
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non-uniform condition in \((t, \omega)\)
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