\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (Q2300511)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients |
scientific article |
Statements
\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (English)
0 references
27 February 2020
0 references
backward stochastic differential equation
0 references
non-Lipschitz coefficients
0 references
Mao's condition
0 references
Constantin's condition
0 references
\(L^p\) solution
0 references
0 references