Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals

DOI10.1142/S0219493715500021zbMath1306.60082arXiv1309.7123MaRDI QIDQ5496371

Na Xu, Lishun Xiao, Sheng-Jun Fan

Publication date: 30 January 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7123

zbMATH Keywords

existenceuniquenessbackward stochastic differential equationsmonotone generatorgeneral time interval

Mathematics Subject Classification ID

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

Related Items (4)

\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions ⋮ BSDEs with stochastic Lipschitz condition: a general result ⋮ Unnamed Item ⋮ Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals

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