\(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators

DOI10.1016/J.BULSCI.2012.06.005zbMath1272.60048OpenAlexW2061464982MaRDI QIDQ1943220

Ming Ma, Xing Song, Sheng-Jun Fan

Publication date: 15 March 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.06.005

zbMATH Keywords

existenceuniquenessbackward stochastic differential equation\(L^p\) solutionuniformly continuous generatormonotonic generator

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (6)

On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) ⋮ Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type ⋮ L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z ⋮ \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) ⋮ L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition ⋮ Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator

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