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

DOI10.1080/03610918.2018.1433842MaRDI QIDQ5087484zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 2098721 (Why is no real title available?)
• L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators
• L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
• Adapted solution of a backward stochastic differential equation
• BSDE with quadratic growth and unbounded terminal value
• Backward Stochastic Differential Equations in Finance
• Backward stochastic differential equations with continuous coefficient
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient
• One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
• \(L^p\) solutions of backward stochastic differential equations.
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• \(L^p\) solutions to backward stochastic differential equations with discontinuous generators
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators

Cited in

(4)

• L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
• Converse comparison theorems for multidimensional anticipated backward stochastic differential equations
• scientific article; zbMATH DE number 7308183 (Why is no real title available?)
• Multidimensional backward stochastic differential equation with generators under \(\beta\)-order Mao's condition driven by \(G\)-Brownian motion

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