Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
From MaRDI portal
Publication:265654
DOI10.1016/j.spa.2015.11.012zbMath1335.60087arXiv1508.02501OpenAlexW1955263916MaRDI QIDQ265654
Publication date: 4 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02501
existenceuniquenesscomparison theorembackward stochastic differential equationsbounded solution\(L^p\) solutioninfinite time interval
Related Items (17)
Stochastic Bihari inequality and applications to BSDE ⋮ Unnamed Item ⋮ \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) ⋮ Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators ⋮ General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition ⋮ BSDEs with stochastic Lipschitz condition: a general result ⋮ Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result ⋮ 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 ⋮ MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS ⋮ Representation of solutions to 2BSDEs in an extended monotonicity setting ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ 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 ⋮ Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences ⋮ Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- One-dimensional BSDEs with finite and infinite time horizons
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
- A class of BSDE with integrable parameters
- Backward SDEs with superquadratic growth
- Harmonic analysis of stochastic equations and backward stochastic differential equations
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
- One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
- Continuous exponential martingales and BMO
- Backward stochastic differential equations with continuous coefficient
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- On the existence or non-existence of solutions for certain backward stochastic differential equations
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
- BSDE with quadratic growth and unbounded terminal value
- A class of backward stochastic differential equations with discontinuous coefficients
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Utility maximization in incomplete markets
- \(L^p\) solutions of backward stochastic differential equations.
- Lpsolutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Backward Stochastic Differential Equations in Finance
- Existence for BSDE with superlinear–quadratic coefficient
- LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
- BSDEs with uniformly continuous generators and integrable parameters
This page was built for publication: Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
