LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

DOI10.1080/07362994.2010.503456MaRDI QIDQ4932833zbMATH OpenOpenAlexFDO

Authors Shaokuan Chen

Publication date 7 October 2010

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2010.503456

zbMATH Keywords

\(L^p\) solutionbackward stochastic differential equationsuniformly continuous

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• L^p solutions of backward stochastic differential equations.
• Adapted solution of a backward stochastic differential equation
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Backward Stochastic Differential Equations in Finance
• Backward stochastic differential equations with continuous coefficient
• BSDE with quadratic growth and unbounded terminal value
• BSDEs with polynomial growth generators
• Conjugate convex functions in optimal stochastic control
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• Linear Quadratic Optimal Stochastic Control with Random Coefficients
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients

Cited in

(30)

• Backward stochastic differential equations with continuous coefficient
• The uniqueness of solutions of perturbed backward stochastic differential equations
• Prevalence of backward stochastic differential equations with unique solution
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients
• \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
• \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
• Weak solutions of backward stochastic differential equations with continuous generator
• \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
• Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
• \(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
• On the Continuity of Weak Solutions of Backward Stochastic Differential Equations
• The L^p Cauchy sequence for one-dimensional BSDEs with linear growth generators
• One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
• On the existence of solution to one–dimensional forward–backward sdes
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z
• scientific article; zbMATH DE number 7308183 (Why is no real title available?)
• Uniform \(L^p\)-continuity of the solution of stochastic differential equations
• L^p (p 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
• Mean-field backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
• L^p-solution for BSDEs driven by a Lévy process
• L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
• Doubly reflected backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients
• \(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators
• \(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
• \(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time
• On the \(\mathbb{L}^p\)-solution for BSDELs with continuous or left continuous coefficient
• \(\mathbb{L}^p\)-solutions for BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
• On the set of solutions of a BSDE with continuous coefficient

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