ﻻ يوجد ملخص باللغة العربية
In [4], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) if the terminal value is $Lexp{left(mu sqrt{2log{(1+L)}},right)}$-integrable with the positive parameter $mu$ being bigger than a critical value $mu_0$. In this note, we give the uniqueness result for the preceding BSDE.
In this note, we prove that if $g$ is uniformly continuous in $z$, uniformly with respect to $(oo,t)$ and independent of $y$, the solution to the backward stochastic differential equation (BSDE) with generator $g$ is unique.
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal value $Y_{T}$ of the solution $(Y,Z)$ is not fixed as a random variable, but only satisfies a weak constraint of the form $E[Psi(Y_{T})]ge m$, for some (
In this paper, we will prove that, if the coefficient $g=g(t,y,z)$ of a BSDE is assumed to be continuous and linear growth in $(y,z)$, then the uniqueness of solution and continuous dependence with respect to $g$ and the terminal value $xi$ are equivalent.
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows (with respect to both unknown variables $y$ and $z$) in a super-linear
In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by $G$-Brownian motions ($G$-BSDEs) with unbounded terminal values. With the help of a $theta$-method of Briand and Hu [4] and nonlinear stochas