Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
type: Item
instance of: scholarly article
title: Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
zbMATH Open document ID: 1390.60208
DOI: 10.1214/18-ECP127
author: Ying Hu
author: Shanjian Tang
published in: Electronic Communications in Probability
publication date: 2018-05-11T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ecp/1524881135
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6867825
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: \(L\exp\left(\sqrt{{2}{\lambda}\log(1+L)}\right)\) integrability
zbMATH Keywords: terminal condition
zbMATH Keywords: dual representation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6867825