\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions

DOI10.1214/19-EJP345zbMath1466.60117arXiv1706.00966OpenAlexW2972589786MaRDI QIDQ2274207

Sheng-Jun Fan

Publication date: 19 September 2019

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

Full work available at URL: https://arxiv.org/abs/1706.00966

zbMATH Keywords

comparison theoremexistence and uniquenessreflected backward stochastic differential equationstability theorem\(L^1\) solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

Existence and uniqueness results for BSDE with jumps: the whole nine yards

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