Existence of solution to scalar BSDEs with $L\exp{\left (\!\!\sqrt {{2\over \lambda }\log {(1+L)}}\,\right )} $-integrable terminal values - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Electronic Communications in Probability Année : 2018

Existence of solution to scalar BSDEs with $L\exp{\left (\!\!\sqrt {{2\over \lambda }\log {(1+L)}}\,\right )} $-integrable terminal values

Shanjian Tang
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hal-02363154 , version 1 (14-11-2019)

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Ying Hu, Shanjian Tang. Existence of solution to scalar BSDEs with $L\exp{\left (\!\!\sqrt {{2\over \lambda }\log {(1+L)}}\,\right )} $-integrable terminal values. Electronic Communications in Probability, 2018, 23 (none), paper n°27, 11 pp. ⟨10.1214/18-ECP127⟩. ⟨hal-02363154⟩

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