Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
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Publication:899624
DOI10.1016/j.spl.2015.10.012zbMath1329.60179OpenAlexW2216796172MaRDI QIDQ899624
Publication date: 30 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.10.012
backward stochastic differential equationsexistence resultsminimal solutiongeneral growthsemi-linear growth
Related Items (3)
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
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