The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators

被引：5
|
作者：
Izumi, Yuki [1 ]
机构：
[1] Kyushu Univ, Grad Sch Math, Fukuoka 812, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 06期
关键词：
Backward stochastic differential equation; L-p solution; Linear growth generator; STOCHASTIC DIFFERENTIAL-EQUATIONS;
D O I：
10.1016/j.spl.2013.03.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, the existence of L-p (p > 1) solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the L-p sense. (C) 2013 Elsevier B.V. All rights reserved.
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页码：1588 / 1594
页数：7
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