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Stochastic Analysis and Applications Volume 28, 2010 - Issue 5
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Original Articles

Lp Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

Shaokuan Chen School of Mathematical Sciences, Fudan University, Shanghai, P. R. ChinaCorrespondence[email protected]
Pages 820-841 | Received 10 Jan 2009, Accepted 25 Jun 2009, Published online: 11 Aug 2010

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Read on this site (2)

Xinying Li & Shengjun Fan. (2023) L solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition. Communications in Statistics - Theory and Methods 52:16, pages 5650-5676.
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Shengqiu Sun. (2022) Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. Applicable Analysis 101:14, pages 5053-5075.
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Articles from other publishers (14)

Mohamed El Jamali. (2023) L p -solution for BSDEs driven by a Lévy process . Random Operators and Stochastic Equations 31:2, pages 185-197.
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Shengqiu Sun. (2020) Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z). Journal of Theoretical Probability 35:1, pages 370-409.
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Yajie Chen, Chuanzhi Xing & Xiao Zhang. (2020) Lp solution of general mean-field BSDEs with continuous coefficients. Acta Mathematica Scientia 40:4, pages 1116-1140.
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Yajun Liu, Depeng Li & Shengjun Fan. (2020) Lp (p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω. Chinese Annals of Mathematics, Series B 41:3, pages 479-494.
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Shengjun Fan. (2019) $L^{1}$ solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions. Electronic Journal of Probability 24:none.
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Qing Zhou. (2016) L p -SOLUTIONS FOR REFLECTED BSDES WITH TIME DELAYED GENERATORS . Bulletin of the Korean Mathematical Society 53:3, pages 793-819.
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ShengJun Fan. (2016) Bounded solutions, solutions and solutions for one dimensional BSDEs under general assumptions . Stochastic Processes and their Applications 126:5, pages 1511-1552.
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ShengJun Fan. (2015) solutions of multidimensional BSDEs with weak monotonicity and general growth generators . Journal of Mathematical Analysis and Applications 432:1, pages 156-178.
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Li-Shun Xiao, Sheng-Jun Fan & Na Xu. (2014) L p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals . Stochastics and Dynamics 15:01, pages 1550002.
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Yuki Izumi. (2013) The Cauchy sequence for one-dimensional BSDEs with linear growth generators. Statistics & Probability Letters 83:6, pages 1588-1594.
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Ming Ma, Sheng Jun Fan & Xing Song. (2013) ( ) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators . Bulletin des Sciences Mathématiques 137:2, pages 97-106.
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Dejian Tian, Long Jiang & Xuejun Shi. (2013) solutions to backward stochastic differential equations with discontinuous generators . Statistics & Probability Letters 83:2, pages 503-510.
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ShengJun Fan & Long Jiang. (2012) One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators. Statistics & Probability Letters 82:10, pages 1792-1798.
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Sheng Jun Fan & Long Jiang. (2011) L p (p>1) solutions for one-dimensional BSDEs with linear-growth generators. Journal of Applied Mathematics and Computing 38:1-2, pages 295-304.
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