On the existence of solutions to BSDEs with generalized uniformly continuous generators

被引：3
|
作者：
Tian, Dejian [1 ]
Jiang, Long [1 ]
Davison, Matt [2 ]
机构：
[1] China Univ Min & Technol, Dept Math, Xuzhou 221116, Peoples R China
[2] Univ Western Ontario, Dept Appl Math, London, ON N6A 5B7, Canada
来源：
STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 9-10期
关键词：
STOCHASTIC DIFFERENTIAL-EQUATIONS; THEOREM;
D O I：
10.1016/j.spl.2010.01.026
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper proves an existence result for a kind of backward stochastic differential equation whose generators satisfy generalized uniformly continuous conditions in variables y and z. It is worth noting that the conditions mentioned above may not be uniform with respect to time parameter t. (C) 2010 Elsevier B.V. All rights reserved.
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页码：903 / 909
页数：7
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