L^p solutions to BSDEs with monotonic and uniformly continuous generators

zbMATH Open1340.60089MaRDI QIDQ3461561FDOQ3461561

Authors: Zhi Li, Jiaowan Luo, Liping Xu 

Publication date: 15 January 2016

Recommendations

• \(L^p\) solutions to backward stochastic differential equations with discontinuous generators
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
• \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
• Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators
• \(L^p\) solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators

zbMATH Keywords

backward stochastic differential equation\(L^p\) solutionuniformly continuous condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cited In (13)

• Representation of solutions to 2BSDEs in an extended monotonicity setting
• Generalized BSDE for Lévy processes under stochastic monotone conditions
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
• \(L^p\)-solution for BSDEs with jumps in the case \(p<2\): Corrections to the paper `BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration'
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients
• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients
• \(L^p\) solutions of BSDEs with non-uniformly linear growth generators and general time interval
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
• L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators
• \(L^p\) solutions to backward stochastic differential equations with discontinuous generators
• Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators
• Title not available (Why is that?)
• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

This page was built for publication: \(L^p\) solutions to BSDEs with monotonic and uniformly continuous generators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3461561)