L p (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z
Wang, Qianru, Liao, Junxia, Fan, ShengjunLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2018.1433842
Date:
February, 2018
File:
PDF, 626 KB
english, 2018