The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators

DOI10.1016/j.spl.2013.03.006zbMath1281.60056arXiv1112.0664OpenAlexW1970502184MaRDI QIDQ386303

Yuki Izumi

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.0664

zbMATH Keywords

backward stochastic differential equation\(L^p\) solutionlinear growth generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type ⋮ \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)

Cites Work

• Backward stochastic differential equations with continuous coefficient
• \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
• \(L^p\) solutions of backward stochastic differential equations.
• Backward Stochastic Differential Equations in Finance
• L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

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