Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z

DOI10.1080/03610918.2018.1433842OpenAlexW2791688097MaRDI QIDQ5087484FDOQ5087484

Authors: Qianru Wang, Junxia Liao, Shengjun Fan 

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/10.1080/03610918.2018.1433842

zbMATH Keywords

backward stochastic differential equationcomparison theoremuniform continuitylinear growthweak monotonicity

Mathematics Subject Classification ID

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

Cites Work

• BSDE with quadratic growth and unbounded terminal value
• \(L^p\) solutions of backward stochastic differential equations.
• Backward Stochastic Differential Equations in Finance
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
• One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
• Title not available (Why is that?)
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient
• \(L^p\) solutions to backward stochastic differential equations with discontinuous generators
• L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators

Cited In (4)

• Converse comparison theorems for multidimensional anticipated backward stochastic differential equations
• Title not available (Why is that?)
• L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
• Multidimensional backward stochastic differential equation with generators under \(\beta\)-order Mao's condition driven by \(G\)-Brownian motion

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