Article ID Journal Published Year Pages File Type
1153169 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

In this paper, we deal with the Lp(p>1)Lp(p>1) solutions to one dimensional backward stochastic differential equations (BSDEs) with discontinuous generators. We obtain an existence theorem of LpLp solutions for BSDEs whose generators satisfy a kind of discontinuous condition in yy and are uniformly continuous in zz.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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