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$$L^p$$ solutions to BSDEs with monotonic and uniformly continuous generators. (English) Zbl 1340.60089
Summary: In this paper, we deal with $$L^p$$ $$(p>1)$$ solutions to one dimensional backward stochastic differential equations (BSDEs) with discontinuous (left or right continuous) generators. We obtain an existence theorem of $$L^p$$ solutions to BSDEs whose generators are discontinuous, monotonic in $$y$$ and uniformly continuous in $$z$$.
MSC:
 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60H05 Stochastic integrals