Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
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Cited in
(10)- 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
- Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case
- BSDE with quadratic growth and unbounded terminal value
- A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
- Backward stochastic differential equations with unbounded generators
- L^1 solution to scalar BSDEs with logarithmic sub-linear growth generators
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- One dimensional BSDEs with critical integrable terminal values and infinite time horizon
- Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values
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