| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151837 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
In this paper, the existence of Lp(p>1) solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the LpLp sense.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yuki Izumi,