Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581)

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Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
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    Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (English)
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    11 May 2018
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    backward stochastic differential equation
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    \(L\exp\left(\sqrt{{2}{\lambda}\log(1+L)}\right)\) integrability
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    terminal condition
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    dual representation
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