5 research outputs found
Uniqueness of solution to scalar BSDEs with L\protect \qopname{}{o}{exp}\left(\mu _0\protect \sqrt{2\protect \qopname{}{o}{log}(1+L)}\right)-integrable terminal values: an -solution approach
This paper deals with a class of scalar backward stochastic differential equations (BSDEs) with -integrable terminal values for a critical parameter . We show that the solution of these BSDEs is closely connected to the -solution of the BSDEs with integrable parameters. The key tool is the Girsanov theorem. This idea leads to a new approach to the uniqueness of solution and we obtain a new existence and uniqueness result under general assumptions
Uniqueness of solution to scalar BSDEs with L\protect \qopname{}{o}{exp}\left(\mu _0\protect \sqrt{2\protect \qopname{}{o}{log}(1+L)}\right)-integrable terminal values: an -solution approach
This paper deals with a class of scalar backward stochastic differential equations (BSDEs) with -integrable terminal values for a critical parameter . We show that the solution of these BSDEs is closely connected to the -solution of the BSDEs with integrable parameters. The key tool is the Girsanov theorem. This idea leads to a new approach to the uniqueness of solution and we obtain a new existence and uniqueness result under general assumptions