Lp (p>1) solutions for one-dimensional BSDEs with linear-growth generators
Lp (p>1) solutions for one-dimensional BSDEs with linear-growth generators
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DOI：
10.1007/s12190-011-0479-y
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发表时间：
2012-02
影响因子：
2.2
通讯作者：
Shengjun Fan;Long Jiang
中科院分区：
文献类型：
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作者：
Shengjun Fan;Long Jiang
本文研究了一类一维后向随机微分方程（简称BSDEs）的发生器和终端条件均满足的flp （p>1）解的存在唯一性。得到了在（y,z）内线性增长的连续条件下的存在性结果。并证明了在z上满足Osgood条件且在z上一致连续的存在唯一性结果。特别地，本文得到了BSDEs的lp （p>）解的一个比较定理。
In this paper we study the existence and uniqueness ofLp(p>1) solutions for one-dimensional backward stochastic differential equations (BSDEs in short) whose generatorgand terminal conditionξsatisfy. We get an existence result under the condition thatgis continuous and of linear growth in (y,z). And, we also prove an existence and uniqueness result wheregsatisfies the Osgood condition inyand is uniformly continuous inz. Particularly, a comparison theorem forLp(p>1) solutions of BSDEs is obtained in this paper.