One dimensional BSDEs with critical integrable terminal values and infinite time horizon

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Continuous-time stochastic control and optimization with financial applications
BSDE with quadratic growth and unbounded terminal value
\(L^p\) solutions of backward stochastic differential equations.
Backward Stochastic Differential Equations in Finance
Adapted solution of a backward stochastic differential equation
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
One-dimensional BSDEs with finite and infinite time horizons
Stochastic differential equations, backward SDEs, partial differential equations
Backward equations, stochastic control and zero-sum stochastic differential games
\(L^{p}\) solutions of infinite time interval BSDEs and the corresponding \(g\)-expectations and \(g\)-martingales
Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs

This page was built for publication: One dimensional BSDEs with critical integrable terminal values and infinite time horizon

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569407)