Lp (p>1) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
Lp (p>1) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
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DOI：
10.1016/j.bulsci.2012.06.005
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发表时间：
2013-03
影响因子：
1.3
通讯作者：
M. Ma;Shengjun Fan;Xing Song
中科院分区：
文献类型：
--
作者：
M. Ma;Shengjun Fan;Xing Song
In this paper, we establish an existence and uniqueness result for Lp(p>1) solutions to one-dimensional backward stochastic differential equations (BSDEs), where the generator g is monotonic in y and uniformly continuous in z.
