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

DOI10.1214/18-ECP166zbMath1414.60040arXiv1805.06246OpenAlexW2963205382MaRDI QIDQ1990026

Ying Hu, Shanjian Tang, Rainer Buckdahn

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.06246

zbMATH Keywords

uniquenessbackward stochastic differential equation\(L\exp(\mu \sqrt{2\log(1+L)})\) integrability

Mathematics Subject Classification ID

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

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Cites Work

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• Backward Stochastic Differential Equations in Finance