Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)

DOI10.1016/J.CRMA.2009.10.023zbMath1193.60076OpenAlexW2065692975MaRDI QIDQ847111

Long Jiang, Sheng-Jun Fan

Publication date: 12 February 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.10.023

Mathematics Subject Classification ID

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

Related Items (11)

Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions ⋮ Unnamed Item ⋮ Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type ⋮ Indifference fee rate for variable annuities ⋮ Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators ⋮ One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators ⋮ Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type

Cites Work

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• Adapted solution of a backward stochastic differential equation
• 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
• Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
• Backward stochastic differential equations with continuous coefficient
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• A uniqueness theorem for the solution of backward stochastic differential equations
• \(L^p\) solutions of backward stochastic differential equations.
• Backward stochastic differential equations with locally Lipschitz coefficient

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