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

In this paper, the existence of Lp(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 Lp sense.

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Year of publication:	2013
Authors:	Izumi, Yuki
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 6, p. 1588-1594
Publisher:	Elsevier
Subject:	Backward stochastic differential equation \| Lp solution \| Linear growth generator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010664066