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

被引：3

作者：

Mu, Rui ^{[1
]}

Wu, Zhen ^{[1
]}

机构：

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

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2015年

基金：

中国国家自然科学基金;

关键词：

backward stochastic differential equations; stochastic differential equations; approximation techniques; DIFFERENTIAL-EQUATIONS; NON-LIPSCHITZ; UNIQUENESS; EXISTENCE;

D O I：

10.1186/s13662-015-0607-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页数：15

共 23 条

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