Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators

DOI10.3969/J.ISSN.1000-5641.2016.06.008zbMath1374.60104OpenAlexW2994157665MaRDI QIDQ5276782

Junxia Liao, Sheng-Jun Fan

Publication date: 14 July 2017

Full work available at URL: https://xblk.ecnu.edu.cn/CN/article/downloadArticleFile.do?attachType=PDF&id=25354

zbMATH Keywords

existence and uniquenessbackward stochastic differential equationuniform continuityweak monotonicity

Mathematics Subject Classification ID

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

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