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

被引：0
|
作者：
Rui Mu
Zhen Wu
机构：
[1] Shandong University,School of Mathematics
来源：
Advances in Difference Equations | / 2015卷
关键词：
backward stochastic differential equations; stochastic differential equations; approximation techniques; 60H10; 39A05;
D O I：
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学科分类号：
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.
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