Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4668917 | Bulletin des Sciences Mathématiques | 2013 | 10 Pages |
Abstract
In this paper, we establish an existence and uniqueness result for Lp (p>1) solutions to one-dimensional backward stochastic differential equations (BSDEs), where the generator g is monotonic in y and uniformly continuous in z.
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