References
- Bahlali, K. 2003. Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient. Electronic Communications in Probability 7:169–79.
- Briand, Ph., B. Delyon, Y. Hu, E. Pardoux, and L. Stoica. 2003. Lp solutions of backward stochastic differential equations. Stochastic Processes and their Applications 108 (1):109–29.
- Briand, Ph., and Y. Hu. 2006. BSDE with quadratic growth and unbounded terminal vaule. Probability Theory and Related Fields 136 (4):604–18.
- Briand, Ph., J. Lepeltier, and J. San Martín. 2007. One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z. Bernoulli 13 (1):80–91.
- Chen, S. 2010. Lp solutions of one-dimensional backward stochastic differential equations with continuous coefficients. Stochastic Analysis and Applications 28:820–41.
- Constantin, G. 2001. On the existence and uniqueness of adapted solutions for backward stochastic differential equations. Analele Universit
tii din Timisoara, Seria Matematic
- El Karoui, N., S. Peng, and M. Quenez. 1997. Backward stochastic differential equations in finance. Mathematical Finance 7 (1):1–72.
- Fan, S. 2015. Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators. Journal of Mathematical Analysis and Applications 432:156–78.
- Lepeltier, J., and J. San Martín. 1997. Backward stochastic differential equations with continuous coefficient. Statistics and Probability Letters 32:425–30.
- Ma, M., S. Fan, and X. Song. 2013. Lp(p > 1) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators. Bulletin des Sciences Mathématiques 137 (2):97–106.
- Pardoux, E., and S. Peng. 1990. Adaped solution of a backward stochastic differential equation. Systems Control Letters 14:55–61.
- Shen, X., L. Jiang, and D. Tian. 2017. Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators. doi: 10.1080/03610918.2017.1373812, to be published to Communications in Statistics-Simulation and Computation.
- Shi, X., L. Jiang, and R. Ji. 2014. Nonlinear Decomposition of Doob-Meyer's type for continuous g-supermartingale with uniformly continuious coefficient. Journal of Applied Mathematics. 2014 (2014):9. Ariticle ID 743508.
- Tian, D., L. Jiang, and X. Shi. 2013. Lp solutions to backward stochastic differential equations with discontinuous generators. Statistics and Probability Letters 83:503–10.