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ArticleOne-dimensional BSDEs with finite and infinite time horizons

Shengjun Fan2010

OA

Articlebronze2010

One-dimensional BSDEs with finite and infinite time horizons

Shengjun Fan · Long Jiang · Dejian Tian

28 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2000Backward stochastic differential equations and partial differential equations with quadratic growth 2003Lp solutions of backward stochastic differential equations 1997Backward stochastic differential equations with continuous coefficient 2006BSDE with quadratic growth and unbounded terminal value 1992Stochastic Hamilton–Jacobi–Bellman Equations 2007Quadratic BSDEs with convex generators and unbounded terminal conditions

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2015Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions

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Year2010

Typearticle

Published2010-11-22

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2010.11.008

openalex_workW2000345319

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