Limit theorem and uniqueness theorem of backward stochastic differential equations
From MaRDI portal
Publication:867793
DOI10.1007/s11425-006-2024-2zbMath1112.60046MaRDI QIDQ867793
Publication date: 16 February 2007
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-006-2024-2
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
BSDEs driven by time-changed Lévy noises with non-Lipschitz generators, Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem, \(p\)-moment stability of power system under small Gauss type random excitation, A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes, A limit theorem for solutions to BSDEs in the space of processes, A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator, A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications, Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type, Forward-backward doubly stochastic differential equations and related stochastic partial differential equations, Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration, Representation theorems for generators of BSDEs with monotonic and convex growth generators
Cites Work
- Unnamed Item
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A property of \(g\)-expectation
- Filtration-consistent nonlinear expectations and related \(g\)-expectations
- A general converse comparison theorem for backward stochastic differential equations
