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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
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