Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10114-023-1147-5.pdf
Reference27 articles.
1. Antonelli, F.: Backward-forward stochastic differential equations. Ann. Appl. Probab., 3(3), 777–793 (1993)
2. Briand, P., Delyon, B., Hu, Y., et al.: Lp solutions of backward stochastic differential equations. Stochastic Process. Appl., 108(1), 109–129 (2003)
3. Buckdahn, R., Hu, Y., Tang, S.: Uniqueness of solution to scalar BSDEs with $$L\ \text{exp}(\mu\sqrt{2\log(1+L)})$$-integrable terminal values. Electron. Commun. Probab., 23, Paper No. 59, 8 pp. (2018)
4. Delarue, F.: On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Stochastic Process. Appl., 99(2), 209–286 (2002)
5. El Karoui, N., Peng, S., Quenez, M. C.: Backward stochastic differential equations in finance. Math. Finance, 7(1), 1–71 (1997)
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