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The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators

Authors :
Izumi, Yuki
Publication Year :
2011

Abstract

In this paper, the existence of $L^p(p>1)$ solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the $L^p$ sense.<br />Comment: 12 pages

Subjects

Subjects :
Mathematics - Probability
60H10

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1112.0664
Document Type :
Working Paper

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