Existence and uniqueness of solution to scalar BSDEs with L exp(mu root 2 log(1+L))-integrable terminal values: the critical case

Fan, SJ; Hu, Y

Fan, SJ (reprint author), China Univ Min & Technol, Sch Math, Xuzhou 221116, Jiangsu, Peoples R China.

ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2019; 24 ():

Abstract

In [8], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) when the terminal value......

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