Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
From MaRDI portal
Publication:1990026
DOI10.1214/18-ECP166zbMath1414.60040arXiv1805.06246OpenAlexW2963205382MaRDI QIDQ1990026
Ying Hu, Shanjian Tang, Rainer Buckdahn
Publication date: 24 October 2018
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06246
Related Items
Optimal stopping under g-Expectation with -integrable reward process, Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs, BSDEs with stochastic Lipschitz condition: a general result, \(L^p\)-estimate for linear forward-backward stochastic differential equations, Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs, \( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators, Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach, Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case, \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions, \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
Cites Work
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations with continuous coefficient
- Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
- BSDE with quadratic growth and unbounded terminal value
- \(L^p\) solutions of backward stochastic differential equations.
- Backward Stochastic Differential Equations in Finance
