Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z

Qianru Wang, Junxia Liao, Shengjun Fan
  • Communications in Statistics - Simulation and Computation, February 2018, Taylor & Francis
  • DOI: 10.1080/03610918.2018.1433842
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