Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators
Author:
Funder
Fundamental Research Funds for the Central Universities
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference46 articles.
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3. A generalization of a lemma of Bellman and its application to uniqueness problem of differential equations;Bihari;Acta Math. Acad. Sci. Hungar.,1956
4. BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces;Briand;Stochastic Process. Appl.,2008
5. Lp solutions of backward stochastic differential equations;Briand;Stochastic Process. Appl.,2003
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