A generalized existence theorem of BSDEs

被引：11

作者：

Jia, GY ^{[1
]}

机构：

[1] Shandong Univ, Sch Math & Syst Sci, Jinan 250100, Peoples R China

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 342卷 / 09期

关键词：

D O I：

10.1016/j.crma.2006.02.020

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note, we deal with one-dimensional backward stochastic differential equations (BSDEs) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z, but without explicit growth constraint. We prove, in this setting, an existence theorem for backward stochastic differential equations.

引用

页码：685 / 688

页数：4

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