Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
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Publication:2685909
DOI10.1016/j.spa.2022.12.008OpenAlexW4313410394WikidataQ123198899 ScholiaQ123198899MaRDI QIDQ2685909
Shanjian Tang, Ying Hu, Sheng-Jun Fan
Publication date: 23 February 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.12694
comparison theoremexistence and uniquenessbackward stochastic differential equationsuper-linear growthone-sided Osgood conditionuniform continuity condition
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Cites Work
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