\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
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Publication:2511018
DOI10.1007/s12190-011-0479-yzbMath1296.60147OpenAlexW2007627615MaRDI QIDQ2511018
Publication date: 5 August 2014
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-011-0479-y
existenceuniquenessbackward stochastic differential equation\(L^p\) solutionlinear-growth generatoruniformly continuous generator
Related Items (7)
The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators ⋮ 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 ⋮ One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case ⋮ Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
Cites Work
- Adapted solution of a backward stochastic differential equation
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
- Backward stochastic differential equations with continuous coefficient
- A uniqueness theorem for the solution of backward stochastic differential equations
- BSDE with quadratic growth and unbounded terminal value
- \(L^p\) solutions of backward stochastic differential equations.
- LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
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