Special Session 53: Qualitative and Quantitative Techniques for Differential Equations arising in Applied and Natural Sciences

Scalar backward stochastic differential equations

Bin Xie
Shinshu University
Japan
Co-Author(s):    K. Adachi, B. Xie
Abstract:
In this talk, we will discuss recent results on one-dimensional backward stochastic differential equations. We mainly show the existence and uniqueness of L^p solutions for the case of backward stochastic differential equation with random terminal time and potential which is monotonic and uniformly continuous. Different approaches are introduced for the construction of solution.