L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371)
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scientific article; zbMATH DE number 6393651
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English | L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals |
scientific article; zbMATH DE number 6393651 |
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L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (English)
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30 January 2015
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backward stochastic differential equations
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general time interval
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monotone generator
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existence
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uniqueness
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