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
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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gij关于变量y满足Osgood条件、关于变量z满足Lipschitz条件Abstract: This is paper establishes the existence and uniqueness result for solutions to multidimensional backward stochastic differential equation(G-BSDE) driven by G-Brownian motion, in which the generators f and gij of G-BSDE satisfy the Osgood condition in y and Lipschitz condition in z.
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