A generalized existence theorem of BSDEs
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Cites work
Cited in
(12)- BSE's, BSDE's and fixed-point problems
- A generalized existence theorem of reflected BSDEs with double obstacles
- On the existence of solutions to BSDEs with generalized uniformly continuous generators
- Anticipated backward stochastic differential equations with left-Lipschitz coefficient
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients
- A generalized existence theorem of backward doubly stochastic differential equations
- An existence theorem for multidimensional BSDEs with mixed reflections
- A class of backward doubly stochastic differential equations with discontinuous coefficients
- General existence results for reflected BSDE and BSDE
- Comparison and existence theorems for backwards stochastic DE's with discontinuous generators
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