An existence and uniqueness result of L^1 solutions to multidimensional BSDEs with a finite and an infinite time interval
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Publication:4928053
zbMATH Open1274.60185MaRDI QIDQ4928053FDOQ4928053
Authors: Dequn Liu, Lishun Xiao, Shengjun Fan 
Publication date: 20 June 2013
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Cited In (7)
- Title not available (Why is that?)
- Existence and uniqueness for BSDE with stopping time
- One dimensional BSDEs with critical integrable terminal values and infinite time horizon
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach
- \(L^p\) \((p\geq 1)\) solutions of multidimensional BSDEs with monotone generators in general time intervals
- An existence theorem for multidimensional BSDEs with mixed reflections
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