Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition

DOI10.1080/03610926.2021.2016833MaRDI QIDQ6170126zbMATH OpenOpenAlexFDO

Authors Xinying Li, Shengjun Fan

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.2016833

zbMATH Keywords

\(L^p\) solutionbackward stochastic differential equationcomparison theoremexistence and uniquenessstochastic uniform-continuity conditionweak stochastic-monotonicity condition

Mathematics Subject Classification ID

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

Cites work

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Cited in

(7)

• L^p solutions of BSDEs with non-uniformly linear growth generators and general time interval
• L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators
• scientific article; zbMATH DE number 7308183 (Why is no real title available?)
• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
• Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators
• Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
• On the \(\mathbb{L}^p\)-solution for BSDELs with continuous or left continuous coefficient

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