Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
arXiv:2307.11300
Abstract
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator has an iterated-logarithmic uniform continuity in the second unknown variable . The result improves our previous one in \cite{FanHuTang2023SCL}.
15 pages