Uniqueness result for the BSDE whose generator is monotonic in y and uniformly continuous in z
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Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
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Cites work
- scientific article; zbMATH DE number 1341816 (Why is no real title available?)
- scientific article; zbMATH DE number 481040 (Why is no real title available?)
- scientific article; zbMATH DE number 1066228 (Why is no real title available?)
- A uniqueness theorem for the solution of backward stochastic differential equations
- Adapted solution of a backward stochastic differential equation
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with locally Lipschitz coefficient
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- \(L^p\) solutions of backward stochastic differential equations.
Cited in
(18)- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
- Existence, uniqueness and stability of L^1 solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
- \(L^p\) solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators
- A uniqueness theorem for the solution of backward stochastic differential equations
- A result on the uniqueness of generators of backward stochastic differential equations
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
- An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\)
- Some results on the uniqueness of generators of backward stochastic differential equations
- The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
- \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
- \(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
- Indifference fee rate for variable annuities
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