A class of BSDE with integrable parameters
type: Item
instance of: scholarly article
title: A class of BSDE with integrable parameters
zbMATH Open document ID: 1204.60049
author: Dequn Liu
author: Shengjun Fan
published in: Statistics \& Probability Letters
publication date: 2010-12-20T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5828068
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: existence and uniqueness
zbMATH Keywords: integrable parameters
zbMATH Keywords: Hölder continuous
MaRDI profile type: Publication
full work available at URL: j.spl.2010.09.009
OpenAlex ID: W2069640358
cites work: \(L^p\) solutions of backward stochastic differential equations.
cites work: Quadratic BSDEs with convex generators and unbounded terminal conditions
cites work: A uniqueness theorem for the solution of backward stochastic differential equations
cites work: Backward stochastic differential equations with continuous coefficient
cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Adapted solution of a backward stochastic differential equation
cites work: Q4357507
DOI: 10.1016/J.SPL.2010.09.009
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description: scientific article; zbMATH DE number 5828068