Uniqueness of solution to scalar BSDEs with Lexpμ 0 2log(1+L)-integrable terminal values: an L 1 -solution approach

Author:

O Hun,Kim Mun-Chol,Pak Chol-Gyu

Publisher

Cellule MathDoc/CEDRAM

Subject

General Mathematics

Reference13 articles.

1. L p solutions of backward stochastic differential equations;['Briand, Philippe', 'Delyon, Bernard', 'Hu, Ying', 'Pardoux, Etienne', 'Stoica, Lucreţiu'];Stochastic Processes Appl.,2003

2. Quadratic BSDEs with convex generators and unbounded terminal conditions;['Briand, Philippe', 'Hu, Ying'];Probab. Theory Relat. Fields,2008

3. Uniqueness of solution to scalar BSDEs with Lexp(μ2log(1+L))-integrable terminal values;['Buckdahn, Rainer', 'Hu, Ying', 'Tang, Shanjian'];Electron. Commun. Probab.,2018

4. Existence, uniqueness and comparisons for BSDEs in general spaces;['Cohen, Samuel N.', 'Elliott, Robert J.'];Ann. Probab.,2012

5. L p solutions of multidimensional BSDEs with weak monotonicity and general growth generators;['Fan, Shengjun'];J. Math. Anal. Appl.,2015

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