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arXiv · 1112.0664

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

Yuki Izumi
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Abstract

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.

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Yuki Izumi. 2011-12-03. The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators. https://arxiv.org/abs/1112.0664

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