On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations

被引：0
作者：
Situ Rong
Wang Yueping
机构：
[1] Zhongshan University,Department of Mathematics
来源：
Applied Mathematics and Mechanics | 2000年 / 21卷
关键词：
backward stochastic differential equations (BSDEs) with jumps; unbounded stopping time; adapted solutions; convergence of solutions; quasi-linear elliptic equations; integro-differential operators; O211.63; A;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non-Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi-linear elliptic type integro-differential equations is obtained.
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页码：659 / 672
页数：13
相关论文
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