时变单侧Osgood条件下多维倒向随机微分方程的L1解
L1 solutions of multidimensional BSDEs with generators of time-varying one-sided Osgood type
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摘要: 本文利用停时技术, Holder不等式及Bihari不等式等工具, 建立了生成元g关于y满足时变单侧Osgood条件且关于z满足时变Lipschitz连续条件下一般时间终端多维倒向随机微分方程L1解的存在唯一性,丰富并改进了一些已知结果.Abstract: In this paper, we establish existence and uniqueness of the L1 solution for general time interval multidimensional backward stochastic differential equations by virtue of the stopping time technique, Holder's inequality and Bihari's inequality,where the generator g satisfies a time-varying one-sided Osgood condition in y and a time-varying Lipschitz condition in z. This improves some existing results.