<i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients |
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<i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (English)
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13 December 2012
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backward stochastic differential equation
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infinite time interval
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non-Lipschitz coefficients
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Mao's condition
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\(L^p\) solution
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existence and uniqueness
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