\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition

DOI10.1155/2007/78196zbMath1154.60048OpenAlexW2075350085MaRDI QIDQ2478410

Qihong Chen, Jiajie Wang, Qi-kang Ran

Publication date: 28 March 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/55048

zbMATH Keywords

backward stochastic differential equationstochastic Lipschitz condition

Mathematics Subject Classification ID

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

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Cites Work

• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• BSDEs with polynomial growth generators
• \(L^p\) solutions of backward stochastic differential equations.
• Backward Stochastic Differential Equations in Finance

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