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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scientific article; zbMATH DE number 7107313
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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 |
scientific article; zbMATH DE number 7107313 |
Statements
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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0.94575297832489
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0.9235710501670836
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0.8885446786880493
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0.8408071994781494
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