Pages that link to "Item:Q1950655"
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The following pages link to \(L^p\) solutions to backward stochastic differential equations with discontinuous generators (Q1950655):
Displaying 11 items.
- Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous (Q894497) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- \(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators (Q2923520) (← links)
- Comparison and existence theorems for backwards stochastic DE's with discontinuous generators (Q3092938) (← links)
- (Q4357509) (← links)
- BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> (Q4821625) (← links)
- <i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
- Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
- <i><i>L<sup>p</sup></i></i> <i>(1 < <i>p</i> ⩽ 2)</i> solutions of one-dimensional BSDEs whose generator is weakly monotonic in <i>y</i> and non-Lipschitz in <i>z</i> (Q5087484) (← links)