L^p(p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω
Lp(p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω作者机构:School of MathematicsChina University of Mining and TechnologyXuzhou 221116JiangsuChina School of MathematicsChina University of Mining and TechnologyXuzhou 221116China
出 版 物:《Chinese Annals of Mathematics,Series B》 (数学年刊(B辑英文版))
年 卷 期:2020年第41卷第3期
页 面:479-494页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:supported by the Fundamental Research Funds for the Central Universities(No.2017XKQY98)
主 题:Backward stochastic differential equation Existence and uniqueness Comparison theorem Minimal solution Non-uniform condition in(t ω)
摘 要:This paper is devoted to the L^p(p 1) solutions of one-dimensional backward stochastic differential equations(BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in t and ω. An existence and uniqueness result,a comparison theorem and an existence result for the minimal solutions are respectively obtained, which considerably improve some known works. Some classical techniques used to deal with the existence and uniqueness of L^p(p 1) solutions of BSDEs with Lipschitz or linear-growth generators are also developed in this paper.