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.

引用

页码：903 / 909

页数：7

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