Open AccessExistence of solution to scalar BSDEs with $L\exp{\left (\!\!\sqrt {{2\over \lambda }\log {(1+L)}}\,\right )} $-integrable terminal values
Author(s) -
Ying Hu,
Shanjian Tang
Publication year - 2018
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/18-ecp127
Subject(s) - lambda , mathematics , generator (circuit theory) , scalar (mathematics) , counterexample , initial value problem , integrable system , terminal value , stochastic differential equation , combinatorics , mathematical physics , mathematical analysis , physics , quantum mechanics , geometry , power (physics) , cash , economics , cash management , macroeconomics