Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators

DOI10.1080/03610918.2017.1373812OpenAlexW2753043478MaRDI QIDQ5086136

De-Jian Tian, Xiaohui Shen, Long Jiang

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1373812

zbMATH Keywords

existence and uniquenessgeneral growth conditionstability theoremanticipated backward stochastic differential equations\(p\)-order weak monotonicity

Mathematics Subject Classification ID

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

Related Items (4)

L^p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z ⋮ L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition ⋮ Anticipated backward stochastic differential equations with left-Lipschitz coefficient ⋮ Unnamed Item

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