\(L^p\) solutions to backward stochastic differential equations with discontinuous generators

DOI10.1016/J.SPL.2012.10.026zbMath1273.60072OpenAlexW2023611116MaRDI QIDQ1950655

Xuejun Shi, Long Jiang, De-Jian Tian

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.026

zbMATH Keywords

backward stochastic differential equationsexistence theorem\(L^{p}\) solutionuniformly continuous condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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