LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

DOI10.1080/07362994.2010.503456zbMath1201.60057OpenAlexW2019089763MaRDI QIDQ4932833

Shaokuan Chen

Publication date: 7 October 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.503456

zbMATH Keywords

backward stochastic differential equationsuniformly continuous\(L^p\) solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions, \(L^p\) solution of general mean-field BSDEs with continuous coefficients, L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z, The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators, \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\), \(L^p\)-solution for BSDEs driven by a Lévy process, L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition, One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators, \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators, \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions, \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators, L^p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals, Unnamed Item, Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients, Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)

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