On the stability theorem of L^p solutions for multidimensional BSDEs with uniform continuity generators in z
From MaRDI portal
Publication:292946
Recommendations
- On the \(L^1\) solution for multidimensional BSDEs with uniformly continuous generators
- A stability theorem for solutions of general time interval multidimensional BSDEs with uniformly continuous generators
- Existence, uniqueness and stability of L^1 solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- \(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
- \(L^p\) solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators
Cites work
- scientific article; zbMATH DE number 1341816 (Why is no real title available?)
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Backward SDEs with superquadratic growth
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
- Backward stochastic differential equations with continuous coefficient
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
- Multidimensional BSDEs with weak monotonicity and general growth generators
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- On backward stochastic differential equations and strict local martingales
- On the successive approximation of solutions of stochastic differential equations
- One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
- \(L^p\) solutions of backward stochastic differential equations.
- \(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
- \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
Cited in
(6)- A stability theorem for solutions of general time interval multidimensional BSDEs with uniformly continuous generators
- A stability theorem for solutions of a class of backward stochastic differential equations
- scientific article; zbMATH DE number 7308183 (Why is no real title available?)
- On the \(L^1\) solution for multidimensional BSDEs with uniformly continuous generators
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
This page was built for publication: On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q292946)