Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909)

scientific article; zbMATH DE number 7656799

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English	Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	scientific article; zbMATH DE number 7656799

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instance of

scholarly article

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title

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (English)

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Stochastic Processes and their Applications

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publication date

23 February 2023

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full work available at URL

https://arxiv.org/abs/2107.12694

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zbMATH Keywords

backward stochastic differential equation

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existence and uniqueness

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super-linear growth

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comparison theorem

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one-sided Osgood condition

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uniform continuity condition

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MaRDI profile type

Publication

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cites work

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.SPA.2022.12.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:2685909