Scalar BSDEs with L(2(1+L))-integrable terminal values and general time intervals

DOI10.1016/J.BULSCI.2026.103880MaRDI QIDQ7410065zbMATH OpenFDO

Authors Kazuki Adachi, Bin Xie

Publication date 2026

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.BULSCI.2026.103880

zbMATH Keywords

backward stochastic differential equationsBayes' ruleGirsanov's theoreminfinite time horizon

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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