The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators

被引：5
|
作者：
Izumi, Yuki [1 ]
机构：
[1] Kyushu Univ, Grad Sch Math, Fukuoka 812, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 06期
关键词：
Backward stochastic differential equation; L-p solution; Linear growth generator; STOCHASTIC DIFFERENTIAL-EQUATIONS;
D O I：
10.1016/j.spl.2013.03.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, the existence of L-p (p > 1) solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the L-p sense. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：1588 / 1594
页数：7
相关论文
共 50 条
  • [41] STRONG N-GENERATORS IN SOME ONE-DIMENSIONAL DOMAINS
    PETTERSSON, K
    COMMUNICATIONS IN ALGEBRA, 1994, 22 (08) : 2941 - 2953
  • [42] Digital Noise Generators Using One-Dimensional Chaotic Maps
    Martinez-Nonthe, J. A.
    Palacios-Luengas, L.
    Cruz-Irisson, M.
    Diaz Mendez, J. A.
    Vazquez Medina, R.
    7TH INTERNATIONAL CONFERENCE ON LOW DIMENSIONAL STRUCTURES AND DEVICES (LDSD 2011), 2014, 1598 : 210 - 213
  • [43] Coupled one-dimensional and CFD models for the simulation of steam generators
    Hovi, Ville
    Pattikangas, Timo
    Riikonen, Vesa
    NUCLEAR ENGINEERING AND DESIGN, 2016, 310 : 93 - 111
  • [44] CLASS OF INFINITESIMAL GENERATORS OF ONE-DIMENSIONAL MARKOV-PROCESSES
    LANGER, H
    JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 1976, 28 (02) : 242 - 249
  • [45] Growth of One-Dimensional Polyindole Nanostructures
    Goel, Shubhra
    Mazumdar, Nasreen A.
    Gupta, Alka
    JOURNAL OF NANOSCIENCE AND NANOTECHNOLOGY, 2011, 11 (11) : 10164 - 10172
  • [46] Laplacian growth as one-dimensional turbulence
    Phys D Nonlinear Phenom, 1-2 (244-252):
  • [47] Laplacian growth as one-dimensional turbulence
    Hastings, MB
    Levitov, LS
    PHYSICA D, 1998, 116 (1-2): : 244 - 252
  • [48] Growth of one-dimensional nanostructures in MOVPE
    Seifert, W
    Borgström, M
    Deppert, K
    Dick, KA
    Johansson, J
    Larsson, MW
    Mårtensson, T
    Sköld, N
    Svensson, CPT
    Wacaser, BA
    Wallenberg, LR
    Samuelson, L
    JOURNAL OF CRYSTAL GROWTH, 2004, 272 (1-4) : 211 - 220
  • [49] MDS linear codes with one-dimensional hull
    Sok, Lin
    CRYPTOGRAPHY AND COMMUNICATIONS-DISCRETE-STRUCTURES BOOLEAN FUNCTIONS AND SEQUENCES, 2022, 14 (05): : 949 - 971
  • [50] MDS linear codes with one-dimensional hull
    Lin Sok
    Cryptography and Communications, 2022, 14 : 949 - 971
12345