Osgood条件下G-Brown运动驱动的多维倒向随机微分方程

Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion

摘要: 本文建立了G-Brown 运动驱动的多维倒向随机微分方程(G-BSDE)解的存在性和唯一性,其中G-BSDE的生成元f和g关于变量y满足Osgood 条件、关于变量z满足Lipschitz条件.

Abstract: This paper establishes the existence and uniqueness results for solutions to multidimensional backward stochastic differential equation(G-BSDE) driven by G-Brownian motion, in which the generators f and g of G-BSDE satisfy the Osgood condition in y and Lipschitz condition in z.