Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
Probability
2023-07-24 v1
Abstract
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator has an iterated-logarithmic uniform continuity in the second unknown variable . The result improves our previous one in \cite{FanHuTang2023SCL}.
Keywords
Cite
@article{arxiv.2307.11300,
title = {Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values},
author = {Shengjun Fan and Ying Hu and Shanjian Tang},
journal= {arXiv preprint arXiv:2307.11300},
year = {2023}
}
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15 pages