The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators
Probability
2011-12-06 v1
Abstract
In this paper, the existence of solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the sense.
Keywords
Cite
@article{arxiv.1112.0664,
title = {The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators},
author = {Yuki Izumi},
journal= {arXiv preprint arXiv:1112.0664},
year = {2011}
}
Comments
12 pages