Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

TÜBİTAK

Turkish Journal of Mathematics

Journal

2013

Backward stochastic differential equation (BSDE)

Articles 1 - 1 of 1

Full-Text Articles in Physical Sciences and Mathematics

L^P Solutions Of Infinite Time Interval Bsdes And The Corresponding G-Expectations And G-Martingales, Zhaojun Zong Jan 2013

L^P Solutions Of Infinite Time Interval Bsdes And The Corresponding G-Expectations And G-Martingales, Zhaojun Zong

Turkish Journal of Mathematics

In this paper we study the existence and uniqueness theorem for L^p (1