具有非一致Lipschitz系数的BSDEs的L^p解

Solutions of BSDEs with Non-Uniformly Lipschitz Coefficients

  • 摘要: 本文考虑了一类具有非一致Lipschitz系数的倒向随机微分方程(BSDEs). 证明了, 当1<p时, 此类方程解的存在唯一性.

     

    Abstract: In this note, we consider a class of backward stochastic differential equations with non-uniformly Lipschitz coefficients. We prove the existence and uniqueness of the solutions with 1<p.

     

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