On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)

DOI10.1214/15-BJPS282zbMath1341.60056MaRDI QIDQ292946

Rui Fang, Jiaojiao Ma, Sheng-Jun Fan

Publication date: 9 June 2016

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1459429715

zbMATH Keywords

uniform continuitygeneral growth conditionmultidimensional backward stochastic differential equationsstability theorem

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multidimensional BSDEs with weak monotonicity and general growth generators
• Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
• On backward stochastic differential equations and strict local martingales
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
• Backward SDEs with superquadratic growth
• 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
• Backward stochastic differential equations with continuous coefficient
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
• \(L^p\) solutions of backward stochastic differential equations.
• Backward Stochastic Differential Equations in Finance
• On the successive approximation of solutions of stochastic differential equations