Lpsolutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions

DOI10.1080/17442508.2015.1052810zbMath1337.60122OpenAlexW2409641840MaRDI QIDQ2803517

Feng Hu, Zeng-Jing Chen

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2015.1052810

zbMATH Keywords

comparison theoremmonotonicity conditionanticipated backward stochastic differential equations\(L^p\)-solutions

Mathematics Subject Classification ID

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

Related Items (7)

Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games ⋮ L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators ⋮ \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions ⋮ A novel Speckle noise removal algorithm based on ADMM and energy minimization method ⋮ Anticipated backward stochastic differential equations with left-Lipschitz coefficient ⋮ Unnamed Item ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients

Cites Work

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• Anticipated backward stochastic differential equations
• The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
• On the comparison theorem for multidimensional BSDEs
• \(L^p\) solutions of backward stochastic differential equations.
• L^p-Solutions for Doubly Reflected Backward Stochastic Differential Equations
• Backward Stochastic Differential Equations in Finance
• Backward SDEs with two barriers and continuous coefficient: an existence result

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