One dimensional BSDEs with critical integrable terminal values and infinite time horizon
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Cites work
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- scientific article; zbMATH DE number 1563401 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- BSDE with quadratic growth and unbounded terminal value
- Backward Stochastic Differential Equations in Finance
- Backward equations, stochastic control and zero-sum stochastic differential games
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Continuous-time stochastic control and optimization with financial applications
- Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case
- 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
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
- One-dimensional BSDEs with finite and infinite time horizons
- Stochastic differential equations, backward SDEs, partial differential equations
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
- \(L^p\) solutions of backward stochastic differential equations.
- \(L^{p}\) solutions of infinite time interval BSDEs and the corresponding \(g\)-expectations and \(g\)-martingales
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