Existence and uniqueness of solution to scalar BSDEs with L ( 2 (1+L) )-integrable terminal values: the critical case
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Cites work
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- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
Cited in
(15)- Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs
- 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
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- scientific article; zbMATH DE number 7606273 (Why is no real title available?)
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- L^p-estimate for mean-field type FBSDEs
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