Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

DOI10.1007/S11464-013-0298-6zbMath1306.60073OpenAlexW2077809475MaRDI QIDQ382148

Long Jiang, Matt Davison, Sheng-Jun Fan

Publication date: 18 November 2013

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-013-0298-6

zbMATH Keywords

backward stochastic differential equationOsgood condition

Mathematics Subject Classification ID

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

Related Items (8)

On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) ⋮ Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion ⋮ Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type ⋮ General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition ⋮ Multidimensional BSDE with Poisson jumps of Osgood type ⋮ Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type

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• О простых идеалах первой степени

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