Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
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Publication:984691
DOI10.1016/j.crma.2010.03.013zbMath1202.60085OpenAlexW2057597622MaRDI QIDQ984691
Matt Davison, Long Jiang, Sheng-Jun Fan
Publication date: 20 July 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2010.03.013
Related Items (10)
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions ⋮ On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) ⋮ \(L^p\) solution of general mean-field BSDEs with continuous coefficients ⋮ Multidimensional BSDEs with weak monotonicity and general growth generators ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ \(L^1\) 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 ⋮ Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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