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
收藏
页码：903 / 909
页数：7
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