On backward stochastic differential equations and strict local martingales
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Publication:429279
DOI10.1016/j.spa.2012.03.003zbMath1272.60038arXiv1105.2973OpenAlexW1999187361MaRDI QIDQ429279
Publication date: 19 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.2973
viscosity solutioncomparison theorembackward stochastic differential equationstrict local martingale
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On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) ⋮ Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type ⋮ Market viability and martingale measures under partial information
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