Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654)
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English | Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions |
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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (English)
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4 April 2016
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backward stochastic differential equations
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existence
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uniqueness
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comparison theorem
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\(L^p\) solution
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bounded solution
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infinite time interval
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