A class of BSDE with integrable parameters
DOI10.1016/J.SPL.2010.09.009zbMATH Open1204.60049OpenAlexW2069640358MaRDI QIDQ613205FDOQ613205
Authors: Dequn Liu, Shengjun Fan 
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.009
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Cites Work
- \(L^p\) solutions of backward stochastic differential equations.
- Adapted solution of a backward stochastic differential equation
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Backward stochastic differential equations with continuous coefficient
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Title not available (Why is that?)
- A uniqueness theorem for the solution of backward stochastic differential equations
Cited In (12)
- BSDEs with uniformly continuous generators and integrable parameters
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
- Title not available (Why is that?)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- One-dimensional BSDEs with monotonic, Hölder continuous and integrable parameters
- Integrable solutions to BSDEs with quasi-Hölder continuous generators
- \(L^p\) \((p\geq 1)\) solutions of multidimensional BSDEs with monotone generators in general time intervals
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
- Properties of solutions of BSDEs with integrable parameters
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