A priori estimates for multidimensional BSDEs with integrable data-Reference-Cited by-同舟云学术

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A priori estimates for multidimensional BSDEs with integrable data

Published:2024-01-01 Issue:none Volume:29 Page:
ISSN:1083-589X
Container-title:Electronic Communications in Probability
language:
Short-container-title:Electron. Commun. Probab.

Author:

Klimsiak Tomasz¹,Rzymowski Maurycy²

Affiliation:

1. Institute of Mathematics, Polish Academy of Sciences, Poland

2. Faculty of Mathematics and Computer Science, Nicolaus Copernicus University in Toruń, Poland

Publisher

Institute of Mathematical Statistics

Reference4 articles.

1. Ph. Briand, B. Delyon, Y. Hu, E. Pardoux, and L. Stoica, $L^{p}$ solutions of backward stochastic differential equations, Stochastic Process. Appl. 108 (2003), no. 1, 109–129.

2. Sheng Jun Fan, Existence, uniqueness and stability of $L^{1}$ solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type, J. Theoret. Probab. 31 (2018), no. 3, 1860–1899.

3. Tomasz Klimsiak, Maurycy Rzymowski, and Leszek S $ł$ omiński, Reflected backward stochastic differential equations with two optional barriers, Bull. Sci. Math. 158 (2020), 102820, 49.

4. S. Peng, Backward SDE and related g-expectation, Backward stochastic differential equations (Paris, 1995–1996), Pitman Res. Notes Math. Ser., vol. 364, Longman, Harlow, 1997, pp. 141–159.

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