Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators
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Publication:5086136
DOI10.1080/03610918.2017.1373812OpenAlexW2753043478MaRDI QIDQ5086136
De-Jian Tian, Xiaohui Shen, Long Jiang
Publication date: 1 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1373812
existence and uniquenessgeneral growth conditionstability theoremanticipated backward stochastic differential equations\(p\)-order weak monotonicity
Related Items (4)
Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z ⋮ Lp 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 ⋮ Unnamed Item
Cites Work
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