Properties of L^p solutions of backward stochastic differential equations

MaRDI QIDQ3500735zbMATHFDO

Authors Shengjun Fan

Publication date 3 June 2008

zbMATH Keywords

backward stochastic differential equation\(L^p\) solutionscontinuous property

Mathematics Subject Classification ID

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

Recommendations

• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and 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 BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
• \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition

Cited in

(8)

• Prevalence of backward stochastic differential equations with unique solution
• Properties of solutions of BSDEs with integrable parameters
• \(L^p\) solutions of backward stochastic differential equations.
• \(L^p\)-theory of forward-backward stochastic differential equations
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition
• Homeomorphism of solutions to backward SDEs and applications
• \(L^p\)-solutions of backward doubly stochastic differential equations
• L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

This page was built for publication: Properties of \(L^p\) solutions of backward stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3500735)