Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type |
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Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (English)
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12 September 2017
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reflected backward stochastic differential equations
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\(L^p\)-solutions
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comparison theorem
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one-sided Osgood condition
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uniform continuity
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