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L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals - MaRDI portal

L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371)

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scientific article; zbMATH DE number 6393651
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L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
scientific article; zbMATH DE number 6393651

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    L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (English)
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    30 January 2015
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    backward stochastic differential equations
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    general time interval
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    monotone generator
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    existence
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    uniqueness
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