Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators

existence and uniqueness general growth condition stability theorem anticipated backward stochastic differential equations \(p\)-order weak monotonicity

Mathematics Subject Classification ID

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

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Cites work

scientific article; zbMATH DE number 1341816 (Why is no real title available?)
A backwards stochastic differential equation model in life insurance
A general existence and uniqueness result on multidimensional BSDEs
Adapted solution of a backward stochastic differential equation
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
Anticipated BSDEs driven by time-changed Lévy noises
Anticipated backward stochastic differential equations
Anticipated backward stochastic differential equations driven by the Teugels martingales
Anticipated backward stochastic differential equations with non-Lipschitz coefficients
Backward Stochastic Differential Equations in Finance
Backward stochastic differential equations and partial differential equations with quadratic growth.
Backward stochastic differential equations with continuous coefficient
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
Multidimensional BSDEs with weak monotonicity and general growth generators
On anticipated backward stochastic differential equations with Markov chain noise
On solutions of backward stochastic differential equations with jumps and applications
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
\(L^p\) solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions
\(L^p\) solutions of backward stochastic differential equations.
\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators

Cited in

(5)

scientific article; zbMATH DE number 7572906 (Why is no real title available?)
L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
Anticipated backward stochastic differential equations with left-Lipschitz coefficient
L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z
Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators

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