تقرير
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
| العنوان: | Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values |
|---|---|
| المؤلفون: | Fan, Shengjun, Hu, Ying, Tang, Shanjian |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60H10 |
| الوصف: | We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator $g$ has an iterated-logarithmic uniform continuity in the second unknown variable $z$. The result improves our previous one in \cite{FanHuTang2023SCL}. Comment: 15 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2307.11300 |
| رقم الأكسشن: | edsarx.2307.11300 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |