Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z

Qianru Wang, Junxia Liao, ShengJun Fan. Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z. Communications in Statistics - Simulation and Computation, 48(7):2099-2109, 2019. [doi]

Abstract

Abstract is missing.