On the existence of solutions to BSDEs with generalized uniformly continuous generators

DOI10.1016/J.SPL.2010.01.026zbMath1208.60060OpenAlexW2022835382MaRDI QIDQ968481

Long Jiang, Matt Davison, De-Jian Tian

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.026

zbMATH Keywords

comparisonlinear growthBSDEgeneralized uniformly continuousmonotonic iteration

Mathematics Subject Classification ID

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

Related Items (1)

\(L^p\) solution of general mean-field BSDEs with continuous coefficients

Cites Work

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• Backward stochastic differential equations with continuous coefficient
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• A class of backward stochastic differential equations with discontinuous coefficients
• A generalized existence theorem of reflected BSDEs with double obstacles
• A generalized existence theorem of BSDEs
• Backward Stochastic Differential Equations in Finance
• Existence and uniqueness for BSDE with stopping time

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