Backward stochastic differential equations with a uniformly continuous generator and related g-expectation
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Publication:607277
DOI10.1016/J.SPA.2010.06.006zbMATH Open1204.60051OpenAlexW2078206086MaRDI QIDQ607277FDOQ607277
Authors: Guangyan Jia 
Publication date: 19 November 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.06.006
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- scientific article; zbMATH DE number 1066320
backward stochastic differential equationuniquenessstrict monotonicityuniform continuityg-expectation
Cites Work
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Cited In (26)
- BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
- Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
- Semimartingale backward equations with convex generator
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- BSDEs with monotone generator driven by time-changed Lévy noises
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
- Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
- Representation theorems of monotonicity generators for BSDEs via \(L^p\) (\(p > 1\)) solutions in general time intervals
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- On \(g\)-expectations and filtration-consistent nonlinear expectations
- On the backward stochastic differential equation with generator \(f(y)|z|^2\)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
- \(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-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 generators
- A general converse comparison theorem for backward stochastic differential equation with non-Lipschitz coefficient
- A representation for filtration-consistent nonlinear expectations and its application
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
- L p -solutions of backward doubly stochastic differential equations with time delayed generators
- \(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
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