L^p-solutions of backward stochastic differential equations with default time

DOI10.1016/J.SPL.2025.110407MaRDI QIDQ6991841zbMATH OpenFDO

Authors Badr Elmansouri, Mohamed Marzougue

Publication date 28 April 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110407

zbMATH Keywords

\(\mathbb{L}^p\)-solutionsbackward stochastic differential equationsdefault time

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(2)

• \(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
• Dissipative cascaded multistep backward stochastic differential equation (BSDE) with polynomial growth

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