BSDEs with uniformly continuous generators and integrable parameters

DOI10.1360/012010-746zbMath1488.60142OpenAlexW2323136436MaRDI QIDQ5017726

Long Jiang, Sheng-Jun Fan

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-746

zbMATH Keywords

backward stochastic differential equationOsgood conditionHölder continuousintegrable parameters

Mathematics Subject Classification ID

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

Related Items (2)

Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs 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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