Uniqueness, Comparison and Stability for Scalar BSDEs with {Lexp(μsqrt(2log(1+L)))}-integrable terminal values and monotonic generators

Hun O, Mun-Chol Kim, Chol-Gyu Pak

This paper considers a class of scalar backward stochastic differential equations (BSDEs) with $L\exp (\mu \sqrt{2\log (1+L)})$-integrable terminal values. We associate these BSDEs with…