LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
From MaRDI portal
Publication:4932833
DOI10.1080/07362994.2010.503456zbMath1201.60057MaRDI QIDQ4932833
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
Related Items
Unnamed Item, Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z, Lp (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, Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition, Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions, 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, \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators, 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, \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
Cites Work
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
- Backward stochastic differential equations with continuous coefficient
- Conjugate convex functions in optimal stochastic control
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- BSDEs with polynomial growth generators
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- BSDE with quadratic growth and unbounded terminal value
- \(L^p\) solutions of backward stochastic differential equations.
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Backward Stochastic Differential Equations in Finance