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- W2933604562 abstract "In cite{HuTang2018ECP}, the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) when the terminal value is $Lexpleft(musqrt{2log(1+L)}right)$-integrable for a positive parameter $mu>mu_0$ with a critical value $mu_0$, and a counterexample is provided to show that the preceding integrability for $mu mu_0$) is also given in cite{BuckdahnHuTang2018ECP} for the preceding BSDE under the uniformly Lipschitz condition of the generator. In this note, we prove that these two results still hold for the critical case: $mu=mu_0$." @default.
- W2933604562 created "2019-04-11" @default.
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- W2933604562 date "2019-04-04" @default.
- W2933604562 modified "2023-10-17" @default.
- W2933604562 title "Existence and uniqueness of solution to scalar BSDEs with $Lexpleft(musqrt{2log(1+L)}right)$-integrable terminal values: the critical case" @default.
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