The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators
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Publication:386303
DOI10.1016/j.spl.2013.03.006zbMath1281.60056arXiv1112.0664MaRDI QIDQ386303
Publication date: 9 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.0664
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\), Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
Cites Work
- Backward stochastic differential equations with continuous coefficient
- \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
- \(L^p\) solutions of backward stochastic differential equations.
- Backward Stochastic Differential Equations in Finance
- LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients