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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Publication:2274111
DOI10.1214/19-ECP254zbMath1422.60094MaRDI QIDQ2274111
Publication date: 19 September 2019
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ecp/1568253711
critical caseexistence and uniquenessbackward stochastic differential equation\(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrability
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Optimal stopping under g-Expectation with -integrable reward process ⋮ Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs ⋮ \(L^p\)-estimate for linear forward-backward stochastic differential equations ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ \( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators ⋮ Unnamed Item ⋮ 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 ⋮ \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
Cites Work
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