|
|
| |
| Lp~(p>1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and \omeg |
| |
Citation： |
Yajun LIU,Depeng LI,Shengjun FAN.Lp~(p>1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and \omeg[J].Chinese Annals of Mathematics B,2020,41(3):479~494 |
| Page view： 890
Net amount： 646 |
Authors： |
Yajun LIU; Depeng LI;Shengjun FAN |
Foundation： |
This work was supported by the Fundamental Research
Funds for the Central Universities (No.2017XKQY98). |
|
|
| Abstract： |
This paper is devoted to the $L^p$ ($p>1$) solutions of
one-dimensional backward stochastic differential equations (BSDEs
for short) with general time intervals and generators satisfying
some non-uniform conditions in $t$ and $\omega$. An existence and
uniqueness result, a comparison theorem and an existence result for
the minimal solutions are respectively obtained, which considerably
improve some known works. Some classical techniques used to deal
with the existence and uniqueness of $L^p$ ($p>1$) solutions of
BSDEs with Lipschitz or linear-growth generators are also developed
in this paper. |
Keywords： |
Backward stochastic differential equation, Existence and uniqueness,Comparison theorem, Minimal solution, Non-uniform condition in$(t,omega)$ |
Classification： |
60H10 |
|
|
Download PDF Full-Text
|
