\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (Q2300511)
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English | \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients |
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\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (English)
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27 February 2020
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backward stochastic differential equation
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non-Lipschitz coefficients
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Mao's condition
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Constantin's condition
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\(L^p\) solution
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