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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scientific article; zbMATH DE number 6867825
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| English | Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values |
scientific article; zbMATH DE number 6867825 |
Statements
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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0.9235710501670836
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0.9119391441345216
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0.8637220859527588
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0.8289571404457092
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0.8236526250839233
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