A priori estimates for multidimensional BSDEs with integrable data

DOI10.1214/24-ECP598MaRDI QIDQ6616304

Maurycy Rzymowski, Tomasz Klimsiak

Publication date: 9 October 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stabilitya priori estimatesBrownian motionbackward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integral equations (60H20)

Cites Work

• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
• Reflected backward stochastic differential equations with two optional barriers
• \(L^p\) solutions of backward stochastic differential equations.
• Title not available (Why is that?)

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