Existence and Non-uniqueness of Solutions for BSDE

DOI10.1007/978-3-642-03479-4_7zbMath1218.60046OpenAlexW93215132MaRDI QIDQ3000880

Freddy Delbaen, Ying Hu, Xiaobo Bao

Publication date: 31 May 2011

Published in: Contemporary Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_7

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ On backward stochastic differential equations and strict local martingales

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