\(L^p\) 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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    \(L^p\) 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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