One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators

被引：3
|
作者：
Mu, Rui [1 ]
Wu, Zhen [1 ]
机构：
[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2015年
基金：
中国国家自然科学基金;
关键词：
backward stochastic differential equations; stochastic differential equations; approximation techniques; DIFFERENTIAL-EQUATIONS; NON-LIPSCHITZ; UNIQUENESS; EXISTENCE;
D O I：
10.1186/s13662-015-0607-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by virtue of approximation techniques.
引用
收藏
页数：15
相关论文
共 50 条
12345