Lp SOLUTIONS TO BSDES WITH MONOTONIC AND UNIFORMLY CONTINUOUS GENERATORS

被引：0
|
作者：
Zhi Li [1 ]
Liping Xu [1 ]
Jiaowan Luo [2 ]
机构：
[1] School of Information and Math.,Yangtze University
[2] School of Math. and Information Sciences,Guangzhou University
来源：
Annals of Applied Mathematics | 2015年 / 31卷 / 02期
关键词：
backward stochastic differential equation; existence theorem; Lpsolution; uniformly continuous condition;
D O I：
暂无
中图分类号：
O211.63 [随机微分方程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we deal with Lp(p > 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.
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页码：175 / 181
页数：7
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