Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581)
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scientific article; zbMATH DE number 6867825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values |
scientific article; zbMATH DE number 6867825 |
Statements
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (English)
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11 May 2018
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backward stochastic differential equation
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\(L\exp\left(\sqrt{{2}{\lambda}\log(1+L)}\right)\) integrability
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terminal condition
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dual representation
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