\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)

DOI10.1007/s11401-020-0212-yzbMath1456.60151arXiv1603.00259OpenAlexW3024142295MaRDI QIDQ2181711

Depeng Li, Yajun Liu, Sheng-Jun Fan

Publication date: 19 May 2020

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.00259

zbMATH Keywords

comparison theoremexistence and uniquenessbackward stochastic differential equationminimal solutionnon-uniform condition in \((t, \omega)\)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition ⋮ BSDEs with stochastic Lipschitz condition: a general result ⋮ L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition

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