On the existence of solutions to BSDEs with generalized uniformly continuous generators

DOI10.1016/J.SPL.2010.01.026zbMATH Open1208.60060OpenAlexW2022835382MaRDI QIDQ968481FDOQ968481

Long Jiang, Matt Davison, Dejian Tian

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.026

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zbMATH Keywords

comparisonBSDElinear growthgeneralized uniformly continuousmonotonic iteration

Mathematics Subject Classification ID

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

Cites Work

• Backward Stochastic Differential Equations in Finance
• Backward stochastic differential equations with continuous coefficient
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• A class of backward stochastic differential equations with discontinuous coefficients
• Title not available (Why is that?)
• Title not available (Why is that?)
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• A generalized existence theorem of reflected BSDEs with double obstacles
• A generalized existence theorem of BSDEs
• Backward doubly stochastic differential equations with discontinuous coefficients
• Existence and uniqueness for BSDE with stopping time

Cited In (4)

• MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS
• Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients
• A stability theorem for solutions of general time interval multidimensional BSDEs with uniformly continuous generators

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