A class of BSDE with integrable parameters
From MaRDI portal
Publication:613205
DOI10.1016/J.SPL.2010.09.009zbMATH Open1204.60049OpenAlexW2069640358MaRDI QIDQ613205FDOQ613205
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
backward stochastic differential equationexistence and uniqueness[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuous&go=Go HοΏ½οΏ½lder continuous]integrable parameters
Cites Work
- Title not available (Why is that?)
- \(L^p\) 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
- A uniqueness theorem for the solution of backward stochastic differential equations
Cited In (8)
- 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
- Lp (p β₯ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
- 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 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
Recommendations
- BSDEs with uniformly continuous generators and integrable parameters π π
- Properties of solutions of BSDEs with integrable parameters π π
- BSDE on an infinite horizon and elliptic PDEs in infinite dimension π π
- General mean-field BSDEs with continuous coefficients π π
- BSDEs with jumps and path-dependent parabolic integro-differential equations π π
- On the set of solutions of a BSDE with continuous coefficient π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
This page was built for publication: A class of BSDE with integrable parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613205)
