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arXiv · 2307.11300

Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values

Shengjun Fan·Ying Hu·Shanjian Tang
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Abstract

We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator $g$ has an iterated-logarithmic uniform continuity in the second unknown variable $z$. The result improves our previous one in \cite{FanHuTang2023SCL}.

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Shengjun Fan, Ying Hu, Shanjian Tang. 2023-07-21. Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values. https://arxiv.org/abs/2307.11300

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