Some Properties of BSDEs Driven by A Simple Levy Process with Continuous Coeffcient

被引：0

作者：

Zheng, Shiqiu ^{[1
]}

Jin, Dianchuan ^{[1
]}

Zhang, Shuai ^{[1
]}

Yang, Yanmei ^{[1
]}

Wang, Jinpeng ^{[1
]}

机构：

[1] Hebei United Univ, Coll Sci, Tangshan 063009, Peoples R China

来源：

INTELLIGENT STRUCTURE AND VIBRATION CONTROL, PTS 1 AND 2 | 2011年 / 50-51卷

关键词：

Backward stochastic differential equation; Levy process; comparison theorem; STOCHASTIC DIFFERENTIAL-EQUATIONS; CONTINUOUS COEFFICIENT;

D O I：

10.4028/www.scientific.net/AMM.50-51.288

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

In this paper, we mainly study the properties of solutions of backward stochastic differential equations (BSDEs) driven by a simple Levy process, whose coefficient coeffcient is continuous with linear growth. A comparison theorem for solutions of the equations are obtained, we also show the equation has either one or uncountably many solutions.

引用

页码：288 / 292

页数：5

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