Abstract
The main result of this study is to obtain, using the localization method in Briand et al.[3]. Levi, Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differential equation (BSDEs) with integrable parameters with respect to the terminal condition.
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Supported by the National Natural Science Foundation of China (No.10671205) and Youth Foundation of China University of Mining & Technology (No.2006A041).
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Fan, Sj. Properties of Solutions of BSDEs with Integrable Parameters. Acta Mathematicae Applicatae Sinica, English Series 23, 697–704 (2007). https://doi.org/10.1007/s10255-007-0406
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DOI: https://doi.org/10.1007/s10255-007-0406