\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069)
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scientific article; zbMATH DE number 6115671
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| English | \(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients |
scientific article; zbMATH DE number 6115671 |
Statements
<i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (English)
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13 December 2012
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backward stochastic differential equation
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infinite time interval
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non-Lipschitz coefficients
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Mao's condition
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\(L^p\) solution
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existence and uniqueness
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0.961948037147522
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0.9043053984642028
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0.8650987148284912
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0.8609248995780945
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