A priori estimates for multidimensional BSDEs with integrable data. (English) Zbl 07923895
Summary: We study backward stochastic differential equations (BSDEs for short) on a probability space equipped with a Brownian filtration. We assume that the data are merely integrable. Moreover, the generator is imposed to satisfy monotonicity condition with respect to the value variable (with no restrictions on the growth) and to be Lipschitz continuous with respect to the control variable. We provide an a priori estimate and stability result for solutions to the studied BSDEs.
MSC:
| 60H20 | Stochastic integral equations |
| 60H25 | Random operators and equations (aspects of stochastic analysis) |
| 60J65 | Brownian motion |
Keywords:
backward stochastic differential equations; a priori estimates; Brownian motion; stability of solutionsReferences:
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