Representation theorems of monotonicity generators for BSDEs via Lp (p > 1) solutions in general time intervals

DOI10.1080/03610918.2020.1728318zbMath1497.60081OpenAlexW3007811920MaRDI QIDQ5867442

Lishun Xiao

Publication date: 14 September 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2020.1728318

zbMATH Keywords

polynomial growthrepresentation theorembackward stochastic differential equationgeneral time intervalmonotonicity generator

Mathematics Subject Classification ID

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

Related Items (1)

Representation theorem and viability property for multidimensional BSDEs and their applications

Cites Work

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