Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case (Q2274111)
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English | Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case |
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Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case (English)
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19 September 2019
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backward stochastic differential equation
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\(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrability
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existence and uniqueness
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critical case
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