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

DOI10.1016/J.SPL.2010.01.026MaRDI QIDQ968481zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

comparisonBSDElinear growthgeneralized uniformly continuousmonotonic iteration

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 625163 (Why is no real title available?)
• scientific article; zbMATH DE number 1563401 (Why is no real title available?)
• A class of backward stochastic differential equations with discontinuous coefficients
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• A generalized existence theorem of BSDEs
• A generalized existence theorem of reflected BSDEs with double obstacles
• Backward Stochastic Differential Equations in Finance
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward stochastic differential equations with continuous coefficient
• Existence and uniqueness for BSDE with stopping time
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

Cited in

(6)

• Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
• An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\)
• MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS
• A stability theorem for solutions of general time interval multidimensional BSDEs with uniformly continuous generators
• Backward doubly stochastic differential equations under linear growth condition
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients

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