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\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators - MaRDI portal

\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators (Q6174067)

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scientific article; zbMATH DE number 7712467

Language	Label	Description	Also known as
English	\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators	scientific article; zbMATH DE number 7712467

Statements

scholarly article

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\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators (English)

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Systems \& Control Letters

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publication date

13 July 2023

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zbMATH Keywords

backward stochastic differential equation

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\(L^1\) solution

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existence and uniqueness

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logarithmic sub-linear growth generator

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comparison theorem

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MaRDI profile type

MaRDI publication profile

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\(L^p\) solutions of backward stochastic differential equations.

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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions

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Adapted solution of a backward stochastic differential equation

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Backward Stochastic Differential Equations in Finance

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Backward stochastic differential equations with continuous coefficient

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\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Backward SDEs with superquadratic growth

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BSDE with quadratic growth and unbounded terminal value

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Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values

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Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case

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Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations

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

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Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values

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Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach

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Quadratic BSDEs with convex generators and unbounded terminal conditions

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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

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On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

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Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures

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Identifiers

10.1016/j.sysconle.2023.105553

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6174067

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