L p solutions of Backward Stochastic Dierential Equations

By Bernard Delyon, Y. Hu, 'Etienne Pardoux, L. Stoica. 2003

219 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/879d913cdb0e3497e9de795583a6ea3510f88c7e

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1. Mingshang Hu
2. Shige Peng
3. Yongsheng Song

Citations in the corpus

• Backward stochastic Volterra integral equations and some related problems (2006, unknown): “Since 1990, there has appeared a large volume of literature published related to the theory and applications for BSDEs ([3,8,9,12,15,18,23] and references cited therein).”
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (2015, unknown): “There exists k > max( And conversely since Remark 3 (on A5) It follows from Condition A3 and A5 that the process 1 /η q 1 must be in L 1 ((0 , T ) × Ω) Let us just mention that it is possible to assume only integrability w.r.t. t a.s. in A2 (see [5], remark 4.3).”
• Stochastic global maximum principle for optimization with recursive utilities (2017, background): “(14) In the following we recall standard estimates of BSDEs (see (Briand et al. 2003) and the references therein).”