Infinite time interval backward stochastic differential equations with continuous coefficients

被引：1

作者：

Zong, Zhaojun ^{[1
]}

Hu, Feng ^{[1
]}

机构：

[1] Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China

来源：

SPRINGERPLUS | 2016年 / 5卷

基金：

中国国家自然科学基金;

关键词：

Backward stochastic; Differential equation (BSDE); Linear growth condition; Comparison theorem; G-MARTINGALES; BSDES;

D O I：

10.1186/s40064-016-3419-3

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper, we study the existence theorem for L-p (1 < p < 2) solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for L-p (1 < p < 2) solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37: 704-718, 2013).

引用

页数：17

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