Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

被引：12
|
作者：
Fan, Shengjun [1 ]
Jiang, Long [1 ]
Davison, Matt [2 ]
机构：
[1] China Univ Min & Technol, Coll Sci, Xuzhou 221116, Jiangsu, Peoples R China
[2] Univ Western Ontario, Dept Appl Math, London, ON N6A 5B7, Canada
来源：
COMPTES RENDUS MATHEMATIQUE | 2010年 / 348卷 / 11-12期
基金：
中国国家自然科学基金;
关键词：
STOCHASTIC DIFFERENTIAL-EQUATIONS; COEFFICIENTS;
D O I：
10.1016/j.crma.2010.03.013
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Hamadene (2003) [2] obtained an existence result of solutions for multidimensional backward stochastic differential equations (BSDEs) with uniformly continuous generators, provided that the ith component g(i)(t. y. z) of the generator g depends only on the ith row of the matrix z. The uniqueness of solutions for this kind of BSDEs is proved in this Note. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
引用
收藏
页码：683 / 686
页数：4
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