Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

On the backward stochastic differential equation with generator $f(y)|z|^2$ (1810.07086v5)

Published 16 Oct 2018 in math.PR

Abstract: In this paper, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|2,$ where the function $f$ is defined on an open interval $D$ and locally integrable. The existence and uniqueness of bounded solutions and $Lp(p\geq1)$ solutions of such BSDEs are obtained. Some comparison theorems and a converse comparison theorem of such BSDEs are established. As an application, we give a probabilistic interpretation of viscosity solution of quadratic PDEs.

Summary

We haven't generated a summary for this paper yet.