Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values |
scientific article |
Statements
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (English)
0 references
11 May 2018
0 references
backward stochastic differential equation
0 references
\(L\exp\left(\sqrt{{2}{\lambda}\log(1+L)}\right)\) integrability
0 references
terminal condition
0 references
dual representation
0 references
0 references
