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

DOI10.1016/J.CRMA.2009.10.023zbMATH Open1193.60076OpenAlexW2065692975MaRDI QIDQ847111FDOQ847111

Authors: Shengjun Fan, Long Jiang 

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

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Mathematics Subject Classification ID

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

Cites Work

• \(L^p\) solutions of backward stochastic differential equations.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Adapted solution of a backward stochastic differential equation
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
• Title not available (Why is that?)
• Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
• A uniqueness theorem for the solution of backward stochastic differential equations
• Backward stochastic differential equations with locally Lipschitz coefficient

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
• An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\)
• One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
• 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
• \(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• Indifference fee rate for variable annuities

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