<i><i>L<sup>p</sup></i></i> <i>(1 < <i>p</i> ⩽ 2)</i> solutions of one-dimensional BSDEs whose generator is weakly monotonic in <i>y</i> and non-Lipschitz in <i>z</i> (Q5087484)
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scientific article; zbMATH DE number 7551940
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| English | <i><i>L<sup>p</sup></i></i> <i>(1 < <i>p</i> ⩽ 2)</i> solutions of one-dimensional BSDEs whose generator is weakly monotonic in <i>y</i> and non-Lipschitz in <i>z</i> |
scientific article; zbMATH DE number 7551940 |
Statements
<i><i>L<sup>p</sup></i></i> <i>(1 < <i>p</i> ⩽ 2)</i> solutions of one-dimensional BSDEs whose generator is weakly monotonic in <i>y</i> and non-Lipschitz in <i>z</i> (English)
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1 July 2022
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backward stochastic differential equation
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weak monotonicity
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comparison theorem
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linear growth
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uniform continuity
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